-81.0%
PATH vs CVS
+41.4%
-122.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -2.7% | +12.0% | -14.7% | -3.9% |
| 30D | -1.4% | +2.8% | -4.1% | -1.9% |
| 3M | -16.4% | -3.6% | -12.8% | -16.2% |
| 6M | +23.3% | -1.6% | +24.9% | +22.9% |
| YTD | -19.8% | +16.3% | -36.1% | -22.4% |
| 1Y | -8.6% | +15.5% | -24.1% | -11.5% |
| 3Y | -24.0% | +48.1% | -72.2% | -30.8% |
| 5Y | -77.1% | +12.3% | -89.4% | -77.2% |
| All | -81.0% | +41.4% | -122.4% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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