-81.2%
PATH vs CARR
+36.0%
-117.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.1% |
| 7D | -2.7% | -3.3% | +0.6% | -0.9% |
| 30D | -3.7% | -3.6% | -0.1% | -1.9% |
| 3M | -13.8% | -16.3% | +2.6% | -5.3% |
| 6M | +20.3% | -19.6% | +39.9% | +31.7% |
| YTD | -20.8% | +2.5% | -23.3% | -29.8% |
| 1Y | -9.2% | -5.8% | -3.4% | -14.6% |
| 3Y | -21.8% | +10.2% | -31.9% | -40.6% |
| 5Y | -77.4% | +4.7% | -82.1% | -84.8% |
| All | -81.2% | +36.0% | -117.2% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling