-78.0%
PATH vs CMG
+20.5%
-98.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -15.7% |
| 7D | -16.3% | -2.8% | -13.5% | -14.9% |
| 30D | +9.9% | +7.1% | +2.8% | +5.4% |
| 3M | +30.2% | +31.2% | -1.0% | +7.4% |
| 6M | +37.2% | +0.7% | +36.5% | +32.1% |
| YTD | -7.3% | -0.1% | -7.2% | -10.7% |
| 1Y | +40.0% | -10.7% | +50.7% | +41.9% |
| 3Y | -4.4% | -4.7% | +0.3% | -21.4% |
| 5Y | -76.0% | -3.8% | -72.3% | -83.2% |
| All | -78.0% | +20.5% | -98.5% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling