-77.1%
PATH vs CMI
+116.0%
-193.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | +0.1% |
| 7D | -2.3% | -9.3% | +7.0% | +2.0% |
| 30D | -4.8% | -13.2% | +8.4% | +1.3% |
| 3M | -17.7% | -28.2% | +10.5% | -4.6% |
| 6M | +18.9% | -32.7% | +51.6% | +38.1% |
| YTD | -21.7% | -10.1% | -11.6% | -28.8% |
| 1Y | -9.6% | -4.9% | -4.8% | -21.6% |
| 3Y | -25.8% | +120.4% | -146.2% | -69.0% |
| 5Y | -77.1% | +114.3% | -191.4% | -91.4% |
| All | -77.1% | +116.0% | -193.0% | -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