-8.1%
PATH vs CNH
+11.5%
-19.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | +0.4% |
| 7D | -5.3% | -1.7% | -3.6% | -5.6% |
| 30D | -0.5% | -7.2% | +6.7% | -1.8% |
| 3M | -7.1% | +6.5% | -13.7% | -5.2% |
| 6M | +23.8% | +7.9% | +15.9% | +28.4% |
| YTD | -20.7% | +26.6% | -47.3% | -20.0% |
| 1Y | -8.1% | +13.8% | -21.8% | -4.4% |
| All | -8.1% | +11.5% | -19.5% | -4.4% |
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