-77.0%
PATH vs CVS
+5.4%
-82.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.4% |
| 7D | -5.3% | -7.1% | +1.8% | -4.7% |
| 30D | -0.5% | -4.0% | +3.4% | -0.3% |
| 3M | -7.1% | -12.2% | +5.1% | -5.9% |
| 6M | +23.8% | -2.2% | +26.0% | +23.3% |
| YTD | -20.7% | +8.9% | -29.6% | -22.8% |
| 1Y | -8.1% | +9.9% | -17.9% | -10.7% |
| 3Y | -21.8% | +32.1% | -53.9% | -27.1% |
| All | -77.0% | +5.4% | -82.4% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling