-6.1%
PATH vs CSX
+68.2%
-74.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.0% |
| 7D | -16.3% | -3.4% | -12.9% | -15.1% |
| 30D | +9.9% | -3.1% | +13.0% | +11.3% |
| 3M | +30.2% | +7.2% | +23.0% | +24.8% |
| 6M | +37.2% | +16.2% | +21.0% | +24.5% |
| YTD | -7.3% | +37.5% | -44.9% | -25.2% |
| 1Y | +40.0% | +53.2% | -13.2% | +4.3% |
| All | -6.1% | +68.2% | -74.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling