-81.1%
PATH vs CMG
+15.5%
-96.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.0% |
| 7D | -5.6% | +13.2% | -18.8% | -11.8% |
| 30D | -0.7% | +14.6% | -15.3% | -8.6% |
| 3M | -5.9% | +2.6% | -8.5% | -8.2% |
| 6M | +21.6% | +9.6% | +12.0% | +10.6% |
| YTD | -20.6% | -4.3% | -16.3% | -22.2% |
| 1Y | -10.6% | +10.7% | -21.3% | -20.9% |
| 3Y | -24.9% | -13.3% | -11.6% | -34.1% |
| 5Y | -76.8% | -1.4% | -75.5% | -83.9% |
| All | -81.1% | +15.5% | -96.6% | -87.5% |
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