-81.1%
PATH vs CMI
+96.4%
-177.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -1.5% |
| 7D | -5.6% | -13.4% | +7.8% | +0.4% |
| 30D | -0.7% | -16.2% | +15.5% | +7.0% |
| 3M | -5.9% | -30.8% | +24.9% | +10.2% |
| 6M | +21.6% | -33.1% | +54.7% | +39.8% |
| YTD | -20.6% | -11.2% | -9.4% | -26.7% |
| 1Y | -10.6% | +3.6% | -14.2% | -26.5% |
| 3Y | -24.9% | +111.0% | -135.9% | -64.3% |
| 5Y | -76.8% | +112.2% | -189.0% | -89.9% |
| All | -81.1% | +96.4% | -177.5% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling