-80.4%
PATH vs CMS
+28.2%
-108.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | -4.8% | +4.1% | -8.9% | -4.8% |
| 30D | +2.7% | +10.9% | -8.2% | +2.7% |
| 3M | -4.2% | -0.2% | -3.9% | -4.2% |
| 6M | +24.7% | -4.7% | +29.5% | +25.0% |
| YTD | -17.6% | +3.9% | -21.5% | -18.3% |
| 1Y | -5.3% | +0.4% | -5.7% | -5.8% |
| 3Y | -22.0% | +38.8% | -60.8% | -27.1% |
| 5Y | -76.5% | +37.1% | -113.6% | -77.4% |
| All | -80.4% | +28.2% | -108.6% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling