-78.0%
PATH vs CPB
-48.0%
-30.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.4% | -13.2% | -16.6% |
| 7D | -16.3% | -8.6% | -7.7% | -16.4% |
| 30D | +9.9% | -7.2% | +17.2% | +9.8% |
| 3M | +30.2% | +0.9% | +29.3% | +30.6% |
| 6M | +37.2% | -11.8% | +49.0% | +35.8% |
| YTD | -7.3% | -19.4% | +12.1% | -9.0% |
| 1Y | +40.0% | -30.4% | +70.4% | +35.3% |
| 3Y | -4.4% | -40.2% | +35.7% | -8.7% |
| 5Y | -76.0% | -39.5% | -36.5% | -75.9% |
| All | -78.0% | -48.0% | -30.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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