-21.8%
PATH vs CARR
+8.2%
-30.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -5.3% | -2.3% | -3.0% | -4.7% |
| 30D | -0.5% | -4.4% | +3.8% | +0.8% |
| 3M | -7.1% | -17.8% | +10.6% | -1.6% |
| 6M | +23.8% | -22.2% | +46.1% | +31.6% |
| YTD | -20.7% | +0.7% | -21.4% | -27.7% |
| 1Y | -8.1% | -5.9% | -2.1% | -13.0% |
| 3Y | -21.8% | +8.6% | -30.4% | -47.6% |
| All | -21.8% | +8.2% | -30.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling