-8.1%
PATH vs CAPR
+43.1%
-51.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -0.1% |
| 7D | -5.3% | +41.1% | -46.4% | -5.5% |
| 30D | -0.5% | +11.1% | -11.6% | -0.6% |
| 3M | -7.1% | +115.3% | -122.5% | -7.6% |
| 6M | +23.8% | -73.8% | +97.6% | +24.7% |
| YTD | -20.7% | -68.8% | +48.1% | -20.3% |
| 1Y | -8.1% | +43.3% | -51.4% | -9.0% |
| All | -8.1% | +43.1% | -51.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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 · 6 months rolling