-81.2%
PATH vs CVNA
+42.6%
-123.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.6% |
| 7D | -5.3% | +7.7% | -13.0% | -7.1% |
| 30D | -0.5% | +17.2% | -17.8% | -4.9% |
| 3M | -7.1% | +7.7% | -14.8% | -9.8% |
| 6M | +23.8% | -5.5% | +29.3% | +23.5% |
| YTD | -20.7% | -12.8% | -7.8% | -20.3% |
| 1Y | -8.1% | +26.8% | -34.8% | -15.8% |
| 3Y | -21.8% | +1,007.0% | -1,028.8% | -61.2% |
| 5Y | -76.8% | +23.5% | -100.3% | -80.3% |
| All | -81.2% | +42.6% | -123.7% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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