-75.7%
PATH vs CTVA
+107.7%
-183.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.3% |
| 7D | -16.3% | +4.9% | -21.3% | -17.8% |
| 30D | +9.9% | +11.9% | -2.0% | +5.3% |
| 3M | +30.2% | +13.7% | +16.5% | +22.4% |
| 6M | +37.2% | +13.1% | +24.1% | +28.3% |
| YTD | -7.3% | +32.0% | -39.3% | -19.4% |
| 1Y | +40.0% | +22.1% | +17.9% | +25.4% |
| 3Y | -4.4% | +77.5% | -81.9% | -28.8% |
| All | -75.7% | +107.7% | -183.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling