-80.4%
PATH vs CSGP
-64.4%
-16.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +0.4% |
| 7D | -4.8% | +18.3% | -23.1% | -14.8% |
| 30D | +2.7% | +17.8% | -15.1% | -10.2% |
| 3M | -4.2% | +9.3% | -13.4% | -12.1% |
| 6M | +24.7% | -7.9% | +32.7% | +27.2% |
| YTD | -17.6% | -51.5% | +34.0% | +26.7% |
| 1Y | -5.3% | -53.3% | +48.0% | +49.1% |
| 3Y | -22.0% | -57.9% | +35.9% | +23.8% |
| 5Y | -76.5% | -61.3% | -15.2% | -63.3% |
| All | -80.4% | -64.4% | -16.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling