-8.1%
PATH vs CPNG
-45.2%
+37.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -5.3% | +13.4% | -18.7% | -8.2% |
| 30D | -0.5% | +10.0% | -10.5% | -2.8% |
| 3M | -7.1% | -0.4% | -6.8% | -7.4% |
| 6M | +23.8% | -8.9% | +32.8% | +26.0% |
| YTD | -20.7% | -30.9% | +10.3% | -7.7% |
| 1Y | -8.1% | -43.8% | +35.8% | +41.6% |
| All | -8.1% | -45.2% | +37.1% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling