-77.0%
PATH vs CTVA
+74.6%
-151.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -5.3% | +2.2% | -7.6% | -6.0% |
| 30D | -0.5% | -17.6% | +17.1% | +5.8% |
| 3M | -7.1% | +3.4% | -10.6% | -9.4% |
| 6M | +23.8% | -2.6% | +26.4% | +21.7% |
| YTD | -20.7% | +19.1% | -39.8% | -29.2% |
| 1Y | -8.1% | +26.8% | -34.8% | -20.1% |
| 3Y | -21.8% | +63.9% | -85.7% | -40.6% |
| All | -77.0% | +74.6% | -151.6% | -83.5% |
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