-21.8%
PATH vs CNC
+0.4%
-22.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.6% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | -0.5% | +7.3% | -7.8% | -1.4% |
| 3M | -7.1% | +8.6% | -15.8% | -8.0% |
| 6M | +23.8% | +26.0% | -2.2% | +21.0% |
| YTD | -20.7% | +69.5% | -90.2% | -24.9% |
| 1Y | -8.1% | +88.0% | -96.0% | -13.9% |
| 3Y | -21.8% | -2.9% | -18.9% | -20.0% |
| All | -21.8% | +0.4% | -22.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling