-77.0%
PATH vs CARR
+6.3%
-83.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | -5.3% | -2.3% | -3.0% | -4.1% |
| 30D | -0.5% | -4.4% | +3.8% | +1.9% |
| 3M | -7.1% | -17.8% | +10.6% | +3.7% |
| 6M | +23.8% | -22.2% | +46.1% | +39.1% |
| YTD | -20.7% | +0.7% | -21.4% | -29.9% |
| 1Y | -8.1% | -5.9% | -2.1% | -14.4% |
| 3Y | -21.8% | +8.6% | -30.4% | -43.3% |
| All | -77.0% | +6.3% | -83.3% | -84.7% |
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