-8.6%
PATH vs CARR
-6.1%
-2.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | +0.1% |
| 7D | -2.7% | -3.3% | +0.6% | -3.2% |
| 30D | -3.7% | -3.6% | -0.1% | -4.3% |
| 3M | -13.8% | -16.3% | +2.6% | -16.8% |
| 6M | +20.3% | -19.6% | +39.9% | +14.6% |
| YTD | -20.8% | +2.5% | -23.3% | -20.6% |
| All | -8.6% | -6.1% | -2.5% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling