+18.7%
PATH vs CNI
+29.6%
-10.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -22.8% | +2.5% | -25.3% | -22.5% |
| 30D | -6.9% | -2.5% | -4.4% | -7.3% |
| 3M | +25.4% | +2.7% | +22.7% | +26.0% |
| 6M | +18.1% | +16.9% | +1.2% | +21.6% |
| YTD | -14.5% | +26.3% | -40.9% | -11.4% |
| 1Y | +18.7% | +31.1% | -12.4% | +23.1% |
| All | +18.7% | +29.6% | -10.9% | +23.1% |
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