-81.0%
PATH vs CHTR
-79.1%
-1.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -2.7% | +13.4% | -16.1% | -7.5% |
| 30D | -1.4% | +33.0% | -34.4% | -12.1% |
| 3M | -16.4% | -13.6% | -2.9% | -13.1% |
| 6M | +23.3% | -7.8% | +31.0% | +23.7% |
| YTD | -19.8% | -34.7% | +14.9% | -11.4% |
| 1Y | -8.6% | -34.8% | +26.3% | +1.0% |
| 3Y | -24.0% | -66.7% | +42.7% | +9.2% |
| 5Y | -77.1% | -80.4% | +3.2% | -52.8% |
| All | -81.0% | -79.1% | -1.9% | -61.9% |
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