-81.2%
PATH vs CME
+84.5%
-165.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -0.5% | +13.2% | -13.7% | -3.4% |
| 3M | -7.1% | +16.3% | -23.4% | -10.3% |
| 6M | +23.8% | +7.1% | +16.7% | +21.7% |
| YTD | -20.7% | +15.8% | -36.5% | -23.9% |
| 1Y | -8.1% | +17.1% | -25.1% | -12.2% |
| 3Y | -21.8% | +63.2% | -85.0% | -37.7% |
| 5Y | -76.8% | +70.2% | -147.1% | -82.2% |
| All | -81.2% | +84.5% | -165.6% | -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