-81.1%
PATH vs CSX
+65.9%
-147.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.5% |
| 7D | -5.6% | -2.7% | -2.9% | -4.2% |
| 30D | -0.7% | +7.0% | -7.7% | -4.3% |
| 3M | -5.9% | -0.3% | -5.6% | -6.0% |
| 6M | +21.6% | +13.5% | +8.1% | +12.1% |
| YTD | -20.6% | +41.5% | -62.1% | -37.2% |
| 1Y | -10.6% | +45.8% | -56.3% | -30.6% |
| 3Y | -24.9% | +74.4% | -99.3% | -49.2% |
| 5Y | -76.8% | +53.6% | -130.4% | -84.0% |
| All | -81.1% | +65.9% | -147.0% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling