+159.3%
COST vs PATH
-76.8%
+236.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | +0.2% |
| 7D | -3.1% | -16.3% | +13.2% | -1.9% |
| 30D | -2.8% | +9.9% | -12.7% | -3.7% |
| 3M | -5.7% | +30.2% | -35.8% | -8.0% |
| 6M | -8.8% | +37.2% | -46.0% | -11.8% |
| YTD | +6.7% | -7.3% | +14.0% | +6.3% |
| 1Y | -3.6% | +40.0% | -43.6% | -8.6% |
| 3Y | +75.1% | -4.4% | +79.5% | +66.7% |
| 5Y | +108.9% | -76.0% | +184.9% | +101.1% |
| All | +159.3% | -76.8% | +236.2% | +151.2% |
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