-18.8%
PATH vs CHRW
+75.0%
-93.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.9% |
| 7D | -4.8% | +4.9% | -9.7% | -5.4% |
| 30D | +2.7% | -4.8% | +7.5% | +3.2% |
| 3M | -4.2% | -13.1% | +9.0% | -2.6% |
| 6M | +24.7% | -16.3% | +41.1% | +25.9% |
| YTD | -17.6% | -15.8% | -1.8% | -17.1% |
| 1Y | -5.3% | -11.1% | +5.8% | -5.7% |
| All | -18.8% | +75.0% | -93.8% | -34.4% |
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