-81.2%
PATH vs CMI
+104.2%
-185.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.8% |
| 7D | -2.7% | -6.8% | +4.1% | +0.1% |
| 30D | -3.7% | -10.9% | +7.2% | +1.0% |
| 3M | -13.8% | -27.3% | +13.6% | -1.3% |
| 6M | +20.3% | -30.9% | +51.2% | +37.1% |
| YTD | -20.8% | -7.7% | -13.1% | -28.1% |
| 1Y | -9.2% | 0.0% | -9.2% | -22.4% |
| 3Y | -21.8% | +130.1% | -151.8% | -64.8% |
| 5Y | -77.4% | +121.5% | -198.9% | -90.3% |
| All | -81.2% | +104.2% | -185.4% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling