-81.1%
PATH vs CARR
+35.7%
-116.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -1.3% |
| 7D | -5.6% | -4.2% | -1.4% | -3.5% |
| 30D | -0.7% | -4.7% | +4.1% | +1.8% |
| 3M | -5.9% | -18.3% | +12.5% | +4.8% |
| 6M | +21.6% | -16.4% | +38.0% | +29.7% |
| YTD | -20.6% | +2.3% | -22.9% | -29.6% |
| 1Y | -10.6% | -4.9% | -5.7% | -16.5% |
| 3Y | -24.9% | +9.7% | -34.6% | -42.8% |
| 5Y | -76.8% | +8.4% | -85.2% | -84.4% |
| All | -81.1% | +35.7% | -116.8% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling