-81.0%
PATH vs CVNA
+43.2%
-124.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.1% |
| 7D | -2.7% | -4.8% | +2.0% | -1.7% |
| 30D | -1.4% | +24.1% | -25.5% | -6.9% |
| 3M | -16.4% | +2.6% | -19.0% | -17.9% |
| 6M | +23.3% | -3.1% | +26.4% | +22.1% |
| YTD | -19.8% | -12.5% | -7.3% | -19.6% |
| 1Y | -8.6% | +13.0% | -21.6% | -13.9% |
| 3Y | -24.0% | +1,165.3% | -1,189.4% | -63.5% |
| 5Y | -77.1% | +29.0% | -106.1% | -81.0% |
| All | -81.0% | +43.2% | -124.1% | -85.3% |
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