-77.1%
PATH vs CPAY
+88.9%
-166.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -2.7% | +10.4% | -13.1% | -9.6% |
| 30D | -1.4% | +16.2% | -17.5% | -11.6% |
| 3M | -16.4% | +13.7% | -30.1% | -23.9% |
| 6M | +23.3% | +35.2% | -12.0% | -0.4% |
| YTD | -19.8% | +53.5% | -73.3% | -42.6% |
| 1Y | -8.6% | +58.9% | -67.5% | -36.5% |
| 3Y | -24.0% | +99.8% | -123.8% | -61.5% |
| 5Y | -77.1% | +93.3% | -170.4% | -88.2% |
| All | -77.1% | +88.9% | -166.1% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling