+44.9%
C vs PATH
+39.0%
+5.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.3% | +0.6% |
| 7D | +3.6% | -16.3% | +19.9% | +4.5% |
| 30D | +0.1% | +9.9% | -9.9% | -0.8% |
| 3M | +2.4% | +30.2% | -27.7% | +0.5% |
| 6M | +24.9% | +37.2% | -12.3% | +21.6% |
| YTD | +19.8% | -7.3% | +27.1% | +19.1% |
| 1Y | +44.9% | +40.0% | +4.9% | +41.6% |
| All | +44.9% | +39.0% | +5.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling