-80.4%
PATH vs CNP
+94.2%
-174.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | +2.7% | +8.7% | -6.1% | +1.1% |
| 3M | -4.2% | -0.7% | -3.5% | -4.2% |
| 6M | +24.7% | -4.2% | +28.9% | +25.2% |
| YTD | -17.6% | +8.9% | -26.4% | -20.6% |
| 1Y | -5.3% | +8.3% | -13.7% | -8.8% |
| 3Y | -22.0% | +61.8% | -83.7% | -35.6% |
| 5Y | -76.5% | +75.7% | -152.2% | -79.9% |
| All | -80.4% | +94.2% | -174.6% | -81.6% |
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