-81.2%
PATH vs CHRW
+42.4%
-123.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -0.5% | -7.3% | +6.8% | +1.0% |
| 3M | -7.1% | -14.2% | +7.0% | -4.3% |
| 6M | +23.8% | -25.1% | +48.9% | +30.0% |
| YTD | -20.7% | -21.2% | +0.5% | -18.8% |
| 1Y | -8.1% | -14.2% | +6.1% | -8.3% |
| 3Y | -21.8% | +63.5% | -85.3% | -40.3% |
| 5Y | -76.8% | +49.6% | -126.4% | -80.3% |
| All | -81.2% | +42.4% | -123.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling