-81.2%
PATH vs CHTR
-81.4%
+0.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | -2.7% | +4.9% | -7.6% | -4.7% |
| 30D | -3.7% | +17.2% | -20.9% | -9.9% |
| 3M | -13.8% | -20.6% | +6.8% | -7.3% |
| 6M | +20.3% | -21.7% | +42.0% | +28.6% |
| YTD | -20.8% | -41.9% | +21.1% | -8.4% |
| 1Y | -9.2% | -44.9% | +35.6% | +7.3% |
| 3Y | -21.8% | -70.0% | +48.3% | +16.7% |
| 5Y | -77.4% | -82.6% | +5.2% | -51.2% |
| All | -81.2% | -81.4% | +0.2% | -60.7% |
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