-78.0%
PATH vs CP
+34.4%
-112.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | -2.7% | -13.6% | -15.2% |
| 30D | +9.9% | +0.2% | +9.7% | +9.7% |
| 3M | +30.2% | +2.6% | +27.6% | +27.9% |
| 6M | +37.2% | +6.0% | +31.2% | +31.2% |
| YTD | -7.3% | +24.9% | -32.3% | -20.4% |
| 1Y | +40.0% | +20.1% | +19.9% | +22.5% |
| 3Y | -4.4% | +16.4% | -20.8% | -16.4% |
| 5Y | -76.0% | +31.7% | -107.8% | -80.3% |
| All | -78.0% | +34.4% | -112.3% | -80.4% |
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