-6.1%
PATH vs CPNG
-19.5%
+13.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.2% |
| 7D | -16.3% | -7.4% | -8.9% | -14.2% |
| 30D | +9.9% | -4.4% | +14.4% | +11.3% |
| 3M | +30.2% | -7.5% | +37.7% | +31.9% |
| 6M | +37.2% | -19.9% | +57.2% | +44.5% |
| YTD | -7.3% | -35.2% | +27.9% | +5.9% |
| 1Y | +40.0% | -46.8% | +86.8% | +73.3% |
| All | -6.1% | -19.5% | +13.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling