-80.8%
PATH vs CMG
+15.1%
-95.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.1% | +2.5% | -0.4% | +0.6% |
| 30D | +1.6% | +15.6% | -14.0% | -6.9% |
| 3M | -20.4% | +8.2% | -28.6% | -24.6% |
| 6M | +40.1% | +9.9% | +30.3% | +27.2% |
| YTD | -19.0% | -4.6% | -14.4% | -20.7% |
| 1Y | -5.8% | +12.4% | -18.2% | -17.5% |
| 3Y | -22.9% | -18.0% | -5.0% | -28.9% |
| 5Y | -75.3% | -5.3% | -70.0% | -82.6% |
| All | -80.8% | +15.1% | -95.8% | -87.2% |
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