-75.7%
PATH vs CMI
+164.2%
-239.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.4% | -18.0% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | +9.9% | -13.4% | +23.4% | +17.5% |
| 3M | +30.2% | -17.0% | +47.2% | +39.1% |
| 6M | +37.2% | -1.6% | +38.9% | +27.0% |
| YTD | -7.3% | +11.0% | -18.3% | -23.0% |
| 1Y | +40.0% | +41.9% | -1.9% | -4.5% |
| 3Y | -4.4% | +151.8% | -156.2% | -60.3% |
| All | -75.7% | +164.2% | -239.9% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling