-10.6%
PATH vs CI
+17.9%
-28.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.7% |
| 7D | -5.6% | +1.0% | -6.6% | -5.6% |
| 30D | -0.7% | +9.9% | -10.6% | 0.0% |
| 3M | -5.9% | +12.1% | -17.9% | -4.5% |
| 6M | +21.6% | +10.6% | +11.0% | +23.0% |
| YTD | -20.6% | +11.4% | -32.0% | -18.9% |
| 1Y | -10.6% | +18.8% | -29.4% | -8.2% |
| All | -10.6% | +17.9% | -28.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling