-80.4%
PATH vs CNH
+2.3%
-82.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -4.8% | +6.5% | -11.2% | -6.9% |
| 30D | +2.7% | -12.0% | +14.6% | +6.9% |
| 3M | -4.2% | +4.4% | -8.6% | -7.4% |
| 6M | +24.7% | +15.7% | +9.1% | +13.7% |
| YTD | -17.6% | +28.2% | -45.8% | -31.1% |
| 1Y | -5.3% | +14.8% | -20.1% | -16.6% |
| 3Y | -22.0% | +8.3% | -30.3% | -31.6% |
| 5Y | -76.5% | -15.2% | -61.3% | -77.4% |
| All | -80.4% | +2.3% | -82.7% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling