-78.0%
PATH vs CNP
+87.7%
-165.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.9% | -16.5% |
| 7D | -16.3% | +1.1% | -17.4% | -16.4% |
| 30D | +9.9% | -1.8% | +11.7% | +10.2% |
| 3M | +30.2% | -4.6% | +34.8% | +30.8% |
| 6M | +37.2% | -8.8% | +46.1% | +39.0% |
| YTD | -7.3% | +5.2% | -12.6% | -10.1% |
| 1Y | +40.0% | +8.3% | +31.7% | +34.2% |
| 3Y | -4.4% | +54.9% | -59.3% | -20.2% |
| 5Y | -76.0% | +73.5% | -149.5% | -79.1% |
| All | -78.0% | +87.7% | -165.7% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling