-6.1%
PATH vs CNI
+16.3%
-22.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | -2.1% | -14.2% | -15.6% |
| 30D | +9.9% | -3.3% | +13.2% | +11.5% |
| 3M | +30.2% | +3.8% | +26.4% | +27.5% |
| 6M | +37.2% | +12.7% | +24.6% | +28.2% |
| YTD | -7.3% | +26.3% | -33.6% | -19.8% |
| 1Y | +40.0% | +29.9% | +10.1% | +18.3% |
| All | -6.1% | +16.3% | -22.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling