-80.8%
PATH vs CNI
+28.0%
-108.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +2.1% | +2.5% | -0.4% | +0.6% |
| 30D | +1.6% | +6.1% | -4.5% | -2.1% |
| 3M | -20.4% | +0.1% | -20.6% | -20.8% |
| 6M | +40.1% | +14.9% | +25.2% | +27.4% |
| YTD | -19.0% | +30.9% | -49.9% | -34.2% |
| 1Y | -5.8% | +33.9% | -39.7% | -24.8% |
| 3Y | -22.9% | +20.2% | -43.1% | -34.2% |
| 5Y | -75.3% | +8.2% | -83.5% | -77.9% |
| All | -80.8% | +28.0% | -108.8% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling