-77.0%
PATH vs CPNG
-44.9%
-32.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -5.3% | +13.4% | -18.7% | -11.4% |
| 30D | -0.5% | +10.0% | -10.5% | -5.7% |
| 3M | -7.1% | -0.4% | -6.8% | -7.8% |
| 6M | +23.8% | -8.9% | +32.8% | +25.5% |
| YTD | -20.7% | -30.9% | +10.3% | -9.1% |
| 1Y | -8.1% | -43.8% | +35.8% | +17.8% |
| 3Y | -21.8% | -2.5% | -19.4% | -31.8% |
| All | -77.0% | -44.9% | -32.1% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling