-81.1%
PATH vs CNP
+89.1%
-170.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.3% |
| 7D | -5.6% | -5.3% | -0.3% | -4.8% |
| 30D | -0.7% | +3.7% | -4.3% | -1.4% |
| 3M | -5.9% | -1.1% | -4.8% | -5.9% |
| 6M | +21.6% | -7.1% | +28.7% | +22.6% |
| YTD | -20.6% | +6.0% | -26.7% | -23.2% |
| 1Y | -10.6% | +5.2% | -15.8% | -13.4% |
| 3Y | -24.9% | +57.5% | -82.4% | -37.8% |
| 5Y | -76.8% | +70.0% | -146.9% | -80.1% |
| All | -81.1% | +89.1% | -170.3% | -82.2% |
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