-80.4%
PATH vs CHRW
+52.0%
-132.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -4.8% | +4.9% | -9.7% | -5.9% |
| 30D | +2.7% | -4.8% | +7.5% | +3.6% |
| 3M | -4.2% | -13.1% | +9.0% | -1.5% |
| 6M | +24.7% | -16.3% | +41.1% | +27.4% |
| YTD | -17.6% | -15.8% | -1.8% | -16.9% |
| 1Y | -5.3% | -11.1% | +5.8% | -6.1% |
| 3Y | -22.0% | +75.3% | -97.3% | -41.4% |
| 5Y | -76.5% | +56.0% | -132.6% | -80.4% |
| All | -80.4% | +52.0% | -132.5% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling