-75.7%
PATH vs CNC
+4.6%
-80.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.4% |
| 7D | -16.3% | +3.5% | -19.8% | -16.7% |
| 30D | +9.9% | +0.1% | +9.8% | +9.8% |
| 3M | +30.2% | +6.9% | +23.2% | +28.6% |
| 6M | +37.2% | +49.0% | -11.8% | +28.3% |
| YTD | -7.3% | +62.9% | -70.2% | -14.7% |
| 1Y | +40.0% | +134.0% | -94.0% | +20.3% |
| 3Y | -4.4% | +9.4% | -13.8% | -9.5% |
| All | -75.7% | +4.6% | -80.3% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling