-78.0%
PATH vs CVE
+404.7%
-482.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.3% |
| 7D | -16.3% | +2.5% | -18.8% | -16.7% |
| 30D | +9.9% | +16.7% | -6.8% | +6.3% |
| 3M | +30.2% | +9.3% | +20.9% | +27.1% |
| 6M | +37.2% | +43.6% | -6.4% | +25.1% |
| YTD | -7.3% | +93.6% | -100.9% | -21.8% |
| 1Y | +40.0% | +98.8% | -58.8% | +17.5% |
| 3Y | -4.4% | +73.6% | -78.0% | -19.5% |
| 5Y | -76.0% | +312.5% | -388.5% | -82.7% |
| All | -78.0% | +404.7% | -482.6% | -84.5% |
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