-76.5%
PATH vs CMS
+37.7%
-114.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | -4.8% | +4.1% | -8.9% | -4.9% |
| 30D | +2.7% | +10.9% | -8.2% | +2.2% |
| 3M | -4.2% | -0.2% | -3.9% | -4.2% |
| 6M | +24.7% | -4.7% | +29.5% | +25.2% |
| YTD | -17.6% | +3.9% | -21.5% | -18.6% |
| 1Y | -5.3% | +0.4% | -5.7% | -6.0% |
| 3Y | -22.0% | +38.8% | -60.8% | -29.5% |
| 5Y | -76.5% | +37.1% | -113.6% | -78.3% |
| All | -76.5% | +37.7% | -114.2% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling