-18.8%
PATH vs CAPR
+211.9%
-230.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.8% |
| 7D | -4.8% | +43.2% | -48.0% | -5.3% |
| 30D | +2.7% | +14.7% | -12.0% | +2.4% |
| 3M | -4.2% | +113.9% | -118.1% | -5.4% |
| 6M | +24.7% | -73.4% | +98.1% | +25.9% |
| YTD | -17.6% | -69.1% | +51.5% | -17.1% |
| 1Y | -5.3% | +47.2% | -52.5% | -11.1% |
| All | -18.8% | +211.9% | -230.6% | -35.8% |
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