-78.0%
PATH vs CVNA
+44.6%
-122.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.2% | -17.0% |
| 7D | -16.3% | +0.7% | -17.1% | -16.5% |
| 30D | +9.9% | +7.4% | +2.6% | +7.7% |
| 3M | +30.2% | +12.7% | +17.5% | +25.5% |
| 6M | +37.2% | +17.9% | +19.3% | +29.9% |
| YTD | -7.3% | -11.6% | +4.3% | -6.5% |
| 1Y | +40.0% | +0.8% | +39.2% | +35.7% |
| 3Y | -4.4% | +633.4% | -637.8% | -48.1% |
| 5Y | -76.0% | +13.5% | -89.5% | -78.6% |
| All | -78.0% | +44.6% | -122.5% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling