-18.8%
PATH vs CART
+116.9%
-135.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.4% |
| 7D | -4.8% | +1.4% | -6.2% | -5.3% |
| 30D | +2.7% | +29.7% | -27.0% | -6.5% |
| 3M | -4.2% | +29.7% | -33.9% | -12.5% |
| 6M | +24.7% | +36.8% | -12.1% | +11.5% |
| YTD | -17.6% | +31.7% | -49.2% | -25.9% |
| 1Y | -5.3% | +62.4% | -67.7% | -19.8% |
| All | -18.8% | +116.9% | -135.7% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling