-81.0%
PATH vs CARR
+38.6%
-119.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.7% | +2.2% | -1.5% | -0.5% |
| 30D | -1.1% | -0.8% | -0.4% | -0.9% |
| 3M | -14.2% | -13.4% | -0.7% | -7.4% |
| 6M | +30.9% | -16.4% | +47.3% | +40.1% |
| YTD | -20.1% | +4.5% | -24.6% | -29.9% |
| 1Y | -8.1% | -1.4% | -6.7% | -16.1% |
| 3Y | -24.3% | +10.0% | -34.3% | -42.1% |
| 5Y | -75.6% | +4.2% | -79.8% | -83.8% |
| All | -81.0% | +38.6% | -119.7% | -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