-78.0%
PATH vs CMS
+23.6%
-101.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -16.3% | +0.4% | -16.7% | -16.3% |
| 30D | +9.9% | -3.6% | +13.5% | +9.9% |
| 3M | +30.2% | -1.9% | +32.1% | +30.1% |
| 6M | +37.2% | -11.0% | +48.2% | +37.7% |
| YTD | -7.3% | +0.2% | -7.5% | -8.1% |
| 1Y | +40.0% | -1.3% | +41.3% | +38.9% |
| 3Y | -4.4% | +35.9% | -40.3% | -10.7% |
| 5Y | -76.0% | +23.1% | -99.1% | -78.1% |
| All | -78.0% | +23.6% | -101.6% | -80.4% |
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