-75.7%
PATH vs CVS
+31.0%
-106.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -16.6% |
| 7D | -16.3% | +4.0% | -20.3% | -16.7% |
| 30D | +9.9% | -2.4% | +12.3% | +10.2% |
| 3M | +30.2% | +2.7% | +27.5% | +29.6% |
| 6M | +37.2% | +21.9% | +15.3% | +32.5% |
| YTD | -7.3% | +24.7% | -32.1% | -11.1% |
| 1Y | +40.0% | +35.4% | +4.6% | +32.0% |
| 3Y | -4.4% | +65.2% | -69.6% | -15.2% |
| All | -75.7% | +31.0% | -106.6% | -77.1% |
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 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