-76.5%
PATH vs CAPR
+132.3%
-208.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.7% |
| 7D | -4.8% | +43.2% | -48.0% | -5.6% |
| 30D | +2.7% | +14.7% | -12.0% | +2.3% |
| 3M | -4.2% | +113.9% | -118.1% | -6.2% |
| 6M | +24.7% | -73.4% | +98.1% | +26.4% |
| YTD | -17.6% | -69.1% | +51.5% | -16.9% |
| 1Y | -5.3% | +47.2% | -52.5% | -14.2% |
| 3Y | -22.0% | +210.8% | -232.8% | -44.6% |
| 5Y | -76.5% | +134.1% | -210.6% | -86.0% |
| All | -76.5% | +132.3% | -208.8% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling