-81.0%
PATH vs CPNG
-62.0%
-19.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.4% |
| 7D | -2.7% | -6.2% | +3.5% | +0.3% |
| 30D | -1.4% | +4.6% | -6.0% | -4.1% |
| 3M | -16.4% | -3.1% | -13.3% | -15.8% |
| 6M | +23.3% | -0.9% | +24.1% | +19.8% |
| YTD | -19.8% | -32.2% | +12.4% | -7.7% |
| 1Y | -8.6% | -44.2% | +35.6% | +16.6% |
| 3Y | -24.0% | +4.4% | -28.4% | -35.4% |
| 5Y | -77.1% | -45.2% | -31.9% | -75.4% |
| All | -81.0% | -62.0% | -19.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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