-71.2%
CBRS vs PATH
+37.7%
-108.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.7% |
| 7D | -17.9% | -5.3% | -12.5% | -19.0% |
| 30D | -48.8% | -0.5% | -48.2% | -48.7% |
| 3M | -57.6% | -7.1% | -50.4% | -57.7% |
| All | -71.2% | +37.7% | -108.9% | -65.4% |
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