-75.7%
PATH vs CI
+42.7%
-118.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.4% |
| 7D | -16.3% | +1.3% | -17.6% | -16.5% |
| 30D | +9.9% | +4.4% | +5.5% | +9.1% |
| 3M | +30.2% | +0.7% | +29.5% | +29.8% |
| 6M | +37.2% | +0.3% | +36.9% | +36.3% |
| YTD | -7.3% | +3.8% | -11.1% | -8.7% |
| 1Y | +40.0% | -5.5% | +45.5% | +39.9% |
| 3Y | -4.4% | +8.1% | -12.5% | -10.7% |
| All | -75.7% | +42.7% | -118.4% | -80.0% |
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