-18.8%
PATH vs CASY
+149.3%
-168.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | -4.8% | +0.8% | -5.6% | -4.9% |
| 30D | +2.7% | +9.4% | -6.8% | +1.2% |
| 3M | -4.2% | -20.6% | +16.4% | -1.4% |
| 6M | +24.7% | -20.7% | +45.5% | +28.3% |
| YTD | -17.6% | +22.5% | -40.1% | -25.8% |
| 1Y | -5.3% | +29.5% | -34.8% | -16.3% |
| All | -18.8% | +149.3% | -168.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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