-5.3%
PATH vs CART
+61.3%
-66.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | -4.8% | +1.4% | -6.2% | -5.5% |
| 30D | +2.7% | +29.7% | -27.0% | -10.6% |
| 3M | -4.2% | +29.7% | -33.9% | -16.3% |
| 6M | +24.7% | +36.8% | -12.1% | +5.3% |
| YTD | -17.6% | +31.7% | -49.2% | -28.3% |
| 1Y | -5.3% | +62.4% | -67.7% | -26.2% |
| All | -5.3% | +61.3% | -66.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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