-77.0%
PATH vs CNP
+73.6%
-150.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -5.3% | -4.2% | -1.1% | -4.6% |
| 30D | -0.5% | +5.5% | -6.1% | -1.8% |
| 3M | -7.1% | +0.6% | -7.7% | -7.5% |
| 6M | +23.8% | -2.8% | +26.7% | +23.7% |
| YTD | -20.7% | +7.9% | -28.5% | -24.1% |
| 1Y | -8.1% | +6.7% | -14.7% | -11.8% |
| 3Y | -21.8% | +61.1% | -83.0% | -38.7% |
| All | -77.0% | +73.6% | -150.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling