-6.1%
PATH vs CSGP
-61.9%
+55.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.4% | -14.2% | -15.4% |
| 7D | -16.3% | -4.1% | -12.2% | -14.3% |
| 30D | +9.9% | +2.3% | +7.6% | +8.5% |
| 3M | +30.2% | -8.2% | +38.3% | +34.7% |
| 6M | +37.2% | -35.1% | +72.3% | +68.0% |
| YTD | -7.3% | -54.0% | +46.7% | +31.9% |
| 1Y | +40.0% | -65.3% | +105.3% | +130.1% |
| All | -6.1% | -61.9% | +55.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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