-81.4%
PATH vs CARR
+35.2%
-116.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -2.3% | -4.3% | +2.0% | 0.0% |
| 30D | -4.8% | -4.2% | -0.6% | -2.8% |
| 3M | -17.7% | -16.1% | -1.6% | -9.7% |
| 6M | +18.9% | -20.1% | +39.0% | +30.6% |
| YTD | -21.7% | +1.9% | -23.6% | -30.4% |
| 1Y | -9.6% | -6.1% | -3.6% | -15.0% |
| 3Y | -25.8% | +7.3% | -33.1% | -42.5% |
| 5Y | -77.1% | +4.4% | -81.5% | -84.5% |
| All | -81.4% | +35.2% | -116.6% | -85.4% |
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