-81.1%
PATH vs CP
+37.8%
-119.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | -5.6% | +6.1% | -11.7% | -8.5% |
| 30D | -0.7% | +9.8% | -10.4% | -5.5% |
| 3M | -5.9% | +2.7% | -8.6% | -7.4% |
| 6M | +21.6% | +12.8% | +8.8% | +12.9% |
| YTD | -20.6% | +28.2% | -48.8% | -32.8% |
| 1Y | -10.6% | +34.1% | -44.7% | -26.5% |
| 3Y | -24.9% | +28.9% | -53.8% | -38.1% |
| 5Y | -76.8% | +27.1% | -103.9% | -81.0% |
| All | -81.1% | +37.8% | -119.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling