-80.4%
PATH vs CVE
+344.7%
-425.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.6% | +10.5% | +4.5% |
| 7D | -4.8% | -12.1% | +7.3% | -2.3% |
| 30D | +2.7% | -9.8% | +12.4% | +4.6% |
| 3M | -4.2% | -0.7% | -3.5% | -4.5% |
| 6M | +24.7% | -4.3% | +29.1% | +24.5% |
| YTD | -17.6% | +70.6% | -88.2% | -28.9% |
| 1Y | -5.3% | +73.2% | -78.5% | -18.6% |
| 3Y | -22.0% | +60.3% | -82.3% | -33.3% |
| 5Y | -76.5% | +159.3% | -235.8% | -81.8% |
| All | -80.4% | +344.7% | -425.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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