-78.0%
PATH vs CME
+68.8%
-146.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.6% |
| 7D | -16.3% | -1.6% | -14.7% | -16.0% |
| 30D | +9.9% | +6.2% | +3.7% | +8.4% |
| 3M | +30.2% | +10.4% | +19.7% | +27.0% |
| 6M | +37.2% | -9.5% | +46.7% | +41.2% |
| YTD | -7.3% | +6.0% | -13.3% | -9.2% |
| 1Y | +40.0% | +9.3% | +30.7% | +35.6% |
| 3Y | -4.4% | +57.7% | -62.1% | -24.7% |
| 5Y | -76.0% | +77.7% | -153.7% | -81.0% |
| All | -78.0% | +68.8% | -146.8% | -82.6% |
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