-6.1%
PATH vs CP
+17.1%
-23.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -17.0% | -16.8% |
| 7D | -16.3% | -2.7% | -13.6% | -15.4% |
| 30D | +9.9% | +0.2% | +9.7% | +9.7% |
| 3M | +30.2% | +2.6% | +27.6% | +28.4% |
| 6M | +37.2% | +6.0% | +31.2% | +32.4% |
| YTD | -7.3% | +24.9% | -32.3% | -19.1% |
| 1Y | +40.0% | +20.1% | +19.9% | +24.6% |
| All | -6.1% | +17.1% | -23.2% | -28.1% |
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