-80.4%
PATH vs CPB
-43.4%
-37.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +2.9% |
| 7D | -4.8% | +13.0% | -17.8% | -4.7% |
| 30D | +2.7% | +20.5% | -17.9% | +2.8% |
| 3M | -4.2% | +2.2% | -6.4% | -4.3% |
| 6M | +24.7% | +15.4% | +9.4% | +25.7% |
| YTD | -17.6% | -12.3% | -5.2% | -19.1% |
| 1Y | -5.3% | -18.0% | +12.6% | -7.8% |
| 3Y | -22.0% | -35.7% | +13.7% | -25.8% |
| 5Y | -76.5% | -31.4% | -45.1% | -76.2% |
| All | -80.4% | -43.4% | -37.0% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling