-21.8%
PATH vs CVNA
+1,008.4%
-1,030.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -1.1% |
| 7D | -2.7% | +5.9% | -8.6% | -4.2% |
| 30D | -3.7% | +19.7% | -23.4% | -8.6% |
| 3M | -13.8% | +7.6% | -21.4% | -16.3% |
| 6M | +20.3% | -2.2% | +22.5% | +18.8% |
| YTD | -20.8% | -9.6% | -11.2% | -21.1% |
| 1Y | -9.2% | +25.4% | -34.7% | -17.0% |
| 3Y | -21.8% | +1,152.6% | -1,174.4% | -70.8% |
| All | -21.8% | +1,008.4% | -1,030.2% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling