-5.8%
PATH vs CMI
-3.8%
-2.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.2% |
| 30D | +1.6% | -14.0% | +15.6% | -1.8% |
| 3M | -20.4% | -28.1% | +7.7% | -26.0% |
| 6M | +40.1% | -35.8% | +76.0% | +28.4% |
| YTD | -19.0% | -10.5% | -8.5% | -32.6% |
| 1Y | -5.8% | -1.9% | -4.0% | -26.3% |
| All | -5.8% | -3.8% | -2.0% | -26.3% |
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