-81.2%
PATH vs CPB
-43.7%
-37.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -5.3% | +8.0% | -13.3% | -5.3% |
| 30D | -0.5% | +22.4% | -22.9% | -0.4% |
| 3M | -7.1% | +2.5% | -9.7% | -7.2% |
| 6M | +23.8% | +12.2% | +11.6% | +24.5% |
| YTD | -20.7% | -12.8% | -7.9% | -22.2% |
| 1Y | -8.1% | -19.2% | +11.1% | -10.6% |
| 3Y | -21.8% | -35.6% | +13.7% | -25.6% |
| 5Y | -76.8% | -31.4% | -45.4% | -76.5% |
| All | -81.2% | -43.7% | -37.4% | -82.3% |
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