-9.6%
PATH vs CNI
+35.4%
-45.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.2% |
| 30D | -4.8% | +7.6% | -12.5% | -3.8% |
| 3M | -17.7% | +1.9% | -19.6% | -17.3% |
| 6M | +18.9% | +14.8% | +4.1% | +21.6% |
| YTD | -21.7% | +30.5% | -52.2% | -20.0% |
| 1Y | -9.6% | +36.5% | -46.1% | -9.9% |
| All | -9.6% | +35.4% | -45.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling