-76.8%
PATH vs CI
+54.1%
-131.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.5% |
| 7D | -5.6% | +1.0% | -6.6% | -5.7% |
| 30D | -0.7% | +9.9% | -10.6% | -2.4% |
| 3M | -5.9% | +12.1% | -17.9% | -7.8% |
| 6M | +21.6% | +10.6% | +11.0% | +18.8% |
| YTD | -20.6% | +11.4% | -32.0% | -22.8% |
| 1Y | -10.6% | +18.8% | -29.4% | -14.4% |
| 3Y | -24.9% | +2.9% | -27.7% | -27.2% |
| 5Y | -76.8% | +54.5% | -131.3% | -81.5% |
| All | -76.8% | +54.1% | -131.0% | -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