-81.2%
PATH vs CMG
+12.3%
-93.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +1.4% |
| 7D | -5.3% | +8.0% | -13.3% | -9.3% |
| 30D | -0.5% | +11.9% | -12.4% | -7.3% |
| 3M | -7.1% | +2.1% | -9.3% | -9.3% |
| 6M | +23.8% | +5.2% | +18.6% | +15.3% |
| YTD | -20.7% | -6.9% | -13.7% | -21.2% |
| 1Y | -8.1% | +12.7% | -20.7% | -19.9% |
| 3Y | -21.8% | -16.8% | -5.0% | -29.4% |
| 5Y | -76.8% | -4.1% | -72.8% | -83.6% |
| All | -81.2% | +12.3% | -93.5% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling