-10.6%
PATH vs CNP
+5.5%
-16.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -5.8% |
| 7D | -5.6% | -5.3% | -0.3% | -9.8% |
| 30D | -0.7% | +3.7% | -4.3% | +2.8% |
| 3M | -5.9% | -1.1% | -4.8% | -7.0% |
| 6M | +21.6% | -7.1% | +28.7% | +14.6% |
| YTD | -20.6% | +6.0% | -26.7% | -12.2% |
| 1Y | -10.6% | +5.2% | -15.8% | -0.3% |
| All | -10.6% | +5.5% | -16.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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