-75.7%
PATH vs CARR
+13.8%
-89.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.2% |
| 7D | -16.3% | +1.6% | -17.9% | -17.2% |
| 30D | +9.9% | -8.7% | +18.7% | +15.7% |
| 3M | +30.2% | -12.6% | +42.7% | +37.5% |
| 6M | +37.2% | -1.5% | +38.8% | +29.4% |
| YTD | -7.3% | +14.3% | -21.6% | -23.4% |
| 1Y | +40.0% | -4.6% | +44.6% | +32.8% |
| 3Y | -4.4% | +7.3% | -11.7% | -24.8% |
| All | -75.7% | +13.8% | -89.5% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling