-75.7%
PATH vs CASY
+276.6%
-352.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | +9.9% | -11.3% | +21.3% | +13.3% |
| 3M | +30.2% | -0.6% | +30.8% | +28.2% |
| 6M | +37.2% | +10.7% | +26.5% | +28.2% |
| YTD | -7.3% | +37.1% | -44.4% | -20.9% |
| 1Y | +40.0% | +52.3% | -12.3% | +13.7% |
| 3Y | -4.4% | +215.2% | -219.6% | -46.4% |
| All | -75.7% | +276.6% | -352.3% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling