-6.1%
PATH vs CHRW
+78.9%
-85.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -16.8% |
| 7D | -16.3% | -1.4% | -14.9% | -16.2% |
| 30D | +9.9% | -3.5% | +13.4% | +10.4% |
| 3M | +30.2% | -19.4% | +49.6% | +32.8% |
| 6M | +37.2% | -21.4% | +58.6% | +40.1% |
| YTD | -7.3% | -7.1% | -0.2% | -7.8% |
| 1Y | +40.0% | +17.8% | +22.2% | +32.6% |
| All | -6.1% | +78.9% | -85.0% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling