-80.8%
PATH vs CNC
+8.5%
-89.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | +1.6% | +1.6% | 0.0% | +1.2% |
| 3M | -20.4% | +7.9% | -28.4% | -21.5% |
| 6M | +40.1% | +21.2% | +18.9% | +35.9% |
| YTD | -19.0% | +73.2% | -92.2% | -26.1% |
| 1Y | -5.8% | +97.5% | -103.3% | -15.9% |
| 3Y | -22.9% | -1.2% | -21.7% | -24.3% |
| 5Y | -75.3% | -6.1% | -69.2% | -75.1% |
| All | -80.8% | +8.5% | -89.2% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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