-77.0%
PATH vs CNI
+2.7%
-79.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.6% |
| 30D | -0.5% | +7.2% | -7.7% | -5.3% |
| 3M | -7.1% | -1.3% | -5.8% | -6.7% |
| 6M | +23.8% | +11.8% | +12.0% | +13.0% |
| YTD | -20.7% | +27.7% | -48.4% | -36.5% |
| 1Y | -8.1% | +33.5% | -41.5% | -29.4% |
| 3Y | -21.8% | +19.3% | -41.2% | -35.4% |
| All | -77.0% | +2.7% | -79.7% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling