-81.1%
PATH vs CME
+85.3%
-166.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -5.6% | +3.7% | -9.2% | -6.4% |
| 30D | -0.7% | +13.7% | -14.4% | -3.7% |
| 3M | -5.9% | +16.6% | -22.4% | -9.1% |
| 6M | +21.6% | +8.2% | +13.4% | +19.2% |
| YTD | -20.6% | +16.3% | -37.0% | -23.9% |
| 1Y | -10.6% | +19.1% | -29.7% | -15.1% |
| 3Y | -24.9% | +67.4% | -92.2% | -40.9% |
| 5Y | -76.8% | +71.0% | -147.8% | -82.2% |
| All | -81.1% | +85.3% | -166.4% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 all: compounded portfolio wealth divided by compounded CME 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…
all analysis · Full analysis span regression · 6 months rolling