-80.4%
PATH vs CASY
+210.7%
-291.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +2.7% | +9.4% | -6.8% | +0.2% |
| 3M | -4.2% | -20.6% | +16.4% | +1.1% |
| 6M | +24.7% | -20.7% | +45.5% | +30.5% |
| YTD | -17.6% | +22.5% | -40.1% | -27.3% |
| 1Y | -5.3% | +29.5% | -34.8% | -18.3% |
| 3Y | -22.0% | +150.0% | -172.0% | -50.5% |
| 5Y | -76.5% | +248.6% | -325.1% | -87.8% |
| All | -80.4% | +210.7% | -291.2% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling