-25.5%
PATH vs CMI
+122.3%
-147.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.5% |
| 7D | -2.3% | -9.3% | +7.0% | 0.0% |
| 30D | -4.8% | -13.2% | +8.4% | -1.6% |
| 3M | -17.7% | -28.2% | +10.5% | -10.7% |
| 6M | +18.9% | -32.7% | +51.6% | +29.2% |
| YTD | -21.7% | -10.1% | -11.6% | -30.0% |
| 1Y | -9.6% | -4.9% | -4.8% | -22.3% |
| All | -25.5% | +122.3% | -147.8% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling