-81.1%
PATH vs CMS
+27.6%
-108.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.6% | +1.7% | -7.3% | -5.6% |
| 30D | -0.7% | +8.6% | -9.3% | -0.7% |
| 3M | -5.9% | -0.5% | -5.4% | -5.9% |
| 6M | +21.6% | -4.2% | +25.8% | +21.8% |
| YTD | -20.6% | +3.4% | -24.1% | -21.3% |
| 1Y | -10.6% | +0.4% | -11.0% | -11.1% |
| 3Y | -24.9% | +38.2% | -63.1% | -29.8% |
| 5Y | -76.8% | +35.4% | -112.2% | -77.8% |
| All | -81.1% | +27.6% | -108.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling