-21.8%
PATH vs CAPR
+200.7%
-222.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.7% |
| 7D | -5.6% | +29.7% | -35.3% | -5.9% |
| 30D | -0.7% | +11.0% | -11.7% | -0.9% |
| 3M | -5.9% | +118.8% | -124.7% | -7.0% |
| 6M | +21.6% | -73.9% | +95.5% | +22.8% |
| YTD | -20.6% | -70.2% | +49.6% | -20.1% |
| 1Y | -10.6% | +38.3% | -48.8% | -15.9% |
| All | -21.8% | +200.7% | -222.5% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling