+40.0%
PATH vs CMI
+45.0%
-5.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.4% | -16.2% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | +9.9% | -13.4% | +23.4% | +8.0% |
| 3M | +30.2% | -17.0% | +47.2% | +27.3% |
| 6M | +37.2% | -1.6% | +38.9% | +30.6% |
| YTD | -7.3% | +11.0% | -18.3% | -17.2% |
| 1Y | +40.0% | +41.9% | -1.9% | +13.0% |
| All | +40.0% | +45.0% | -5.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling