-76.5%
PATH vs CI
+48.8%
-125.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.3% |
| 7D | -4.8% | +3.5% | -8.3% | -5.4% |
| 30D | +2.7% | +12.6% | -9.9% | +0.4% |
| 3M | -4.2% | +12.1% | -16.2% | -6.1% |
| 6M | +24.7% | +10.6% | +14.2% | +22.0% |
| YTD | -17.6% | +12.8% | -30.4% | -20.1% |
| 1Y | -5.3% | +18.0% | -23.3% | -9.2% |
| 3Y | -22.0% | +4.2% | -26.2% | -24.6% |
| 5Y | -76.5% | +57.2% | -133.7% | -81.5% |
| All | -76.5% | +48.8% | -125.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling