+132.9%
C vs PATH
-78.6%
+211.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | +0.3% |
| 7D | +3.2% | -22.8% | +25.9% | +6.3% |
| 30D | +1.3% | -6.9% | +8.2% | +1.7% |
| 3M | +3.1% | +25.4% | -22.3% | -0.8% |
| 6M | +29.6% | +18.1% | +11.5% | +24.9% |
| YTD | +19.0% | -14.5% | +33.5% | +19.3% |
| 1Y | +45.6% | +18.7% | +26.9% | +37.3% |
| 3Y | +269.3% | -24.2% | +293.5% | +256.1% |
| 5Y | +131.6% | -75.2% | +206.8% | +125.2% |
| All | +132.9% | -78.6% | +211.5% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling