-81.0%
PATH vs CPAY
+61.9%
-142.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -2.7% | +10.4% | -13.1% | -9.3% |
| 30D | -1.4% | +16.2% | -17.5% | -11.2% |
| 3M | -16.4% | +13.7% | -30.1% | -23.5% |
| 6M | +23.3% | +35.2% | -12.0% | +0.5% |
| YTD | -19.8% | +53.5% | -73.3% | -41.7% |
| 1Y | -8.6% | +58.9% | -67.5% | -35.4% |
| 3Y | -24.0% | +99.8% | -123.8% | -59.1% |
| 5Y | -77.1% | +93.3% | -170.4% | -87.6% |
| All | -81.0% | +61.9% | -142.9% | -89.3% |
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