-80.8%
PATH vs CVS
+41.1%
-121.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.1% | +6.6% | -4.5% | +1.4% |
| 30D | +1.6% | -0.4% | +2.1% | +1.5% |
| 3M | -20.4% | -5.3% | -15.2% | -20.1% |
| 6M | +40.1% | -7.7% | +47.8% | +41.1% |
| YTD | -19.0% | +16.0% | -35.1% | -21.7% |
| 1Y | -5.8% | +16.2% | -22.0% | -9.0% |
| 3Y | -22.9% | +47.6% | -70.5% | -29.7% |
| 5Y | -75.3% | +12.3% | -87.6% | -75.4% |
| All | -80.8% | +41.1% | -121.9% | -81.1% |
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