-78.0%
PATH vs CSGP
-66.2%
-11.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.4% | -14.2% | -15.0% |
| 7D | -16.3% | -4.1% | -12.2% | -13.7% |
| 30D | +9.9% | +2.3% | +7.6% | +7.9% |
| 3M | +30.2% | -8.2% | +38.3% | +36.0% |
| 6M | +37.2% | -35.1% | +72.3% | +81.1% |
| YTD | -7.3% | -54.0% | +46.7% | +51.1% |
| 1Y | +40.0% | -65.3% | +105.3% | +176.2% |
| 3Y | -4.4% | -62.6% | +58.2% | +69.9% |
| 5Y | -76.0% | -64.8% | -11.2% | -59.7% |
| All | -78.0% | -66.2% | -11.8% | -62.6% |
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