-81.0%
PATH vs CARR
+39.2%
-120.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +0.8% |
| 7D | -2.7% | -1.9% | -0.8% | -1.7% |
| 30D | -1.4% | -1.1% | -0.3% | -0.9% |
| 3M | -16.4% | -13.8% | -2.6% | -9.6% |
| 6M | +23.3% | -16.5% | +39.8% | +32.1% |
| YTD | -19.8% | +4.9% | -24.8% | -29.9% |
| 1Y | -8.6% | -2.7% | -5.9% | -15.7% |
| 3Y | -24.0% | +10.4% | -34.5% | -42.0% |
| 5Y | -77.1% | +7.7% | -84.8% | -84.8% |
| All | -81.0% | +39.2% | -120.1% | -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