-77.0%
PATH vs CMI
+112.1%
-189.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.3% | -10.0% | +4.7% | -0.8% |
| 30D | -0.5% | -13.0% | +12.5% | +5.7% |
| 3M | -7.1% | -29.9% | +22.7% | +8.9% |
| 6M | +23.8% | -36.7% | +60.5% | +48.9% |
| YTD | -20.7% | -10.9% | -9.8% | -27.5% |
| 1Y | -8.1% | -1.3% | -6.7% | -22.7% |
| 3Y | -21.8% | +117.4% | -139.2% | -67.0% |
| All | -77.0% | +112.1% | -189.1% | -91.4% |
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