-32.5%
CBRS vs PATH
+60.9%
-93.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -16.6% | +26.9% | +4.7% |
| 7D | +17.3% | -16.3% | +33.6% | +11.5% |
| 30D | -2.0% | +9.9% | -11.9% | +2.0% |
| 3M | -2.5% | +30.2% | -32.6% | +4.9% |
| All | -32.5% | +60.9% | -93.4% | -15.7% |
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 · Available span rolling