-79.7%
PATH vs CHTR
-77.7%
-2.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | -6.2% |
| 7D | -22.8% | -0.3% | -22.5% | -22.9% |
| 30D | -6.9% | -4.5% | -2.4% | -5.8% |
| 3M | +25.4% | +10.2% | +15.2% | +19.1% |
| 6M | +18.1% | -37.2% | +55.4% | +35.7% |
| YTD | -14.5% | -30.2% | +15.7% | -6.9% |
| 1Y | +18.7% | -44.8% | +63.5% | +43.4% |
| 3Y | -24.2% | -65.5% | +41.3% | +9.4% |
| 5Y | -75.2% | -81.8% | +6.6% | -46.5% |
| All | -79.7% | -77.7% | -2.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling