-76.8%
PATH vs CPB
-31.1%
-45.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | -5.6% | +11.6% | -17.2% | -5.6% |
| 30D | -0.7% | +23.3% | -24.0% | -0.7% |
| 3M | -5.9% | +1.6% | -7.5% | -6.0% |
| 6M | +21.6% | +13.9% | +7.6% | +22.2% |
| YTD | -20.6% | -11.7% | -8.9% | -22.1% |
| 1Y | -10.6% | -18.2% | +7.6% | -13.1% |
| 3Y | -24.9% | -35.2% | +10.3% | -28.6% |
| 5Y | -76.8% | -30.5% | -46.3% | -75.3% |
| All | -76.8% | -31.1% | -45.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling