-81.1%
PATH vs CTVA
+81.6%
-162.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.1% |
| 7D | -5.6% | +5.0% | -10.6% | -7.1% |
| 30D | -0.7% | -13.4% | +12.8% | +3.7% |
| 3M | -5.9% | +2.2% | -8.1% | -7.7% |
| 6M | +21.6% | -3.9% | +25.5% | +20.4% |
| YTD | -20.6% | +20.5% | -41.1% | -29.1% |
| 1Y | -10.6% | +27.2% | -37.8% | -21.9% |
| 3Y | -24.9% | +64.9% | -89.8% | -42.3% |
| 5Y | -76.8% | +77.8% | -154.6% | -82.6% |
| All | -81.1% | +81.6% | -162.8% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling