-78.0%
PATH vs CNQ
+351.4%
-429.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.3% |
| 7D | -16.3% | +3.0% | -19.3% | -17.0% |
| 30D | +9.9% | +12.8% | -2.8% | +6.3% |
| 3M | +30.2% | +7.0% | +23.2% | +27.2% |
| 6M | +37.2% | +16.5% | +20.7% | +29.6% |
| YTD | -7.3% | +52.0% | -59.4% | -20.3% |
| 1Y | +40.0% | +64.1% | -24.1% | +17.4% |
| 3Y | -4.4% | +74.3% | -78.7% | -23.0% |
| 5Y | -76.0% | +268.4% | -344.5% | -82.9% |
| All | -78.0% | +351.4% | -429.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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