-21.8%
PATH vs CP
+28.7%
-50.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -5.6% | +6.1% | -11.7% | -7.9% |
| 30D | -0.7% | +9.8% | -10.4% | -4.6% |
| 3M | -5.9% | +2.7% | -8.6% | -7.0% |
| 6M | +21.6% | +12.8% | +8.8% | +14.4% |
| YTD | -20.6% | +28.2% | -48.8% | -31.5% |
| 1Y | -10.6% | +34.1% | -44.7% | -25.2% |
| All | -21.8% | +28.7% | -50.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling