+120.4%
C vs PATH
-75.2%
+195.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | +1.1% | -4.8% | +5.9% | +1.7% |
| 30D | -2.4% | +2.7% | -5.1% | -2.9% |
| 3M | -8.4% | -4.2% | -4.2% | -8.6% |
| 6M | +0.3% | +24.7% | -24.4% | -4.2% |
| YTD | +9.1% | -17.6% | +26.7% | +9.7% |
| 1Y | +26.0% | -5.3% | +31.4% | +23.4% |
| 3Y | +221.2% | -22.0% | +243.2% | +206.9% |
| 5Y | +120.4% | -76.5% | +197.0% | +114.0% |
| All | +120.4% | -75.2% | +195.6% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling