-80.8%
PATH vs CPAY
+62.0%
-142.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.4% |
| 7D | +2.1% | +1.6% | +0.5% | +1.0% |
| 30D | +1.6% | +17.6% | -16.0% | -9.3% |
| 3M | -20.4% | +8.7% | -29.1% | -25.1% |
| 6M | +40.1% | +39.5% | +0.6% | +11.8% |
| YTD | -19.0% | +53.6% | -72.6% | -41.1% |
| 1Y | -5.8% | +63.3% | -69.1% | -34.7% |
| 3Y | -22.9% | +101.7% | -124.7% | -58.9% |
| 5Y | -75.3% | +91.4% | -166.7% | -86.6% |
| All | -80.8% | +62.0% | -142.8% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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