-76.8%
PATH vs CASY
+254.0%
-330.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.2% |
| 7D | -5.6% | +1.8% | -7.4% | -6.0% |
| 30D | -0.7% | +11.2% | -11.9% | -3.4% |
| 3M | -5.9% | -19.1% | +13.2% | -1.3% |
| 6M | +21.6% | -19.9% | +41.5% | +26.9% |
| YTD | -20.6% | +25.2% | -45.8% | -30.5% |
| 1Y | -10.6% | +31.6% | -42.2% | -23.3% |
| 3Y | -24.9% | +155.4% | -180.3% | -53.1% |
| 5Y | -76.8% | +251.5% | -328.4% | -88.7% |
| All | -76.8% | +254.0% | -330.9% | -88.7% |
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 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