-81.2%
PATH vs CPAY
+59.6%
-140.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.3% |
| 7D | -5.3% | +13.5% | -18.8% | -13.5% |
| 30D | -0.5% | +13.1% | -13.6% | -8.9% |
| 3M | -7.1% | +14.3% | -21.4% | -15.4% |
| 6M | +23.8% | +49.0% | -25.2% | -6.2% |
| YTD | -20.7% | +51.3% | -71.9% | -41.7% |
| 1Y | -8.1% | +63.7% | -71.8% | -36.5% |
| 3Y | -21.8% | +95.0% | -116.8% | -57.2% |
| 5Y | -76.8% | +86.0% | -162.8% | -87.3% |
| All | -81.2% | +59.6% | -140.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling