-10.6%
PATH vs CNH
+10.4%
-21.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -4.3% |
| 7D | -5.6% | -0.4% | -5.2% | -5.6% |
| 30D | -0.7% | -15.2% | +14.5% | -3.4% |
| 3M | -5.9% | +4.3% | -10.1% | -4.3% |
| 6M | +21.6% | +10.1% | +11.5% | +26.8% |
| YTD | -20.6% | +23.2% | -43.8% | -20.9% |
| 1Y | -10.6% | +8.5% | -19.1% | -7.1% |
| All | -10.6% | +10.4% | -21.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling