-75.2%
PATH vs CPAY
+89.5%
-164.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.0% |
| 30D | +1.6% | +17.6% | -16.0% | -9.8% |
| 3M | -20.4% | +8.7% | -29.1% | -25.3% |
| 6M | +40.1% | +39.5% | +0.6% | +10.6% |
| YTD | -19.0% | +53.6% | -72.6% | -42.1% |
| 1Y | -5.8% | +63.3% | -69.1% | -36.0% |
| 3Y | -22.9% | +101.7% | -124.7% | -61.3% |
| All | -75.2% | +89.5% | -164.7% | -87.2% |
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