-77.0%
PATH vs CPAY
+86.4%
-163.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.3% |
| 7D | -5.3% | +13.5% | -18.8% | -13.8% |
| 30D | -0.5% | +13.1% | -13.6% | -9.2% |
| 3M | -7.1% | +14.3% | -21.4% | -15.7% |
| 6M | +23.8% | +49.0% | -25.2% | -7.3% |
| YTD | -20.7% | +51.3% | -71.9% | -42.5% |
| 1Y | -8.1% | +63.7% | -71.8% | -37.7% |
| 3Y | -21.8% | +95.0% | -116.8% | -59.4% |
| All | -77.0% | +86.4% | -163.4% | -87.9% |
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