-75.7%
PATH vs CNH
+11.5%
-87.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.0% | -20.7% | -18.1% |
| 7D | -16.3% | +23.3% | -39.6% | -23.3% |
| 30D | +9.9% | +33.5% | -23.5% | -2.9% |
| 3M | +30.2% | +32.7% | -2.6% | +14.3% |
| 6M | +37.2% | +22.2% | +15.0% | +22.2% |
| YTD | -7.3% | +57.7% | -65.0% | -28.8% |
| 1Y | +40.0% | +28.0% | +12.0% | +20.0% |
| 3Y | -4.4% | +11.5% | -15.9% | -14.7% |
| All | -75.7% | +11.5% | -87.1% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling