-80.4%
PATH vs CP
+38.8%
-119.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.1% |
| 7D | -4.8% | +5.6% | -10.4% | -7.5% |
| 30D | +2.7% | +10.0% | -7.4% | -2.5% |
| 3M | -4.2% | +4.4% | -8.6% | -6.5% |
| 6M | +24.7% | +14.1% | +10.7% | +15.1% |
| YTD | -17.6% | +29.1% | -46.6% | -30.5% |
| 1Y | -5.3% | +34.6% | -39.9% | -22.3% |
| 3Y | -22.0% | +29.8% | -51.8% | -36.0% |
| 5Y | -76.5% | +28.7% | -105.2% | -80.8% |
| All | -80.4% | +38.8% | -119.2% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling