-81.1%
PATH vs CHRW
+45.8%
-126.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.7% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -0.7% | -5.0% | +4.3% | +0.2% |
| 3M | -5.9% | -16.1% | +10.2% | -2.5% |
| 6M | +21.6% | -22.6% | +44.2% | +26.6% |
| YTD | -20.6% | -19.3% | -1.3% | -19.2% |
| 1Y | -10.6% | -14.9% | +4.3% | -10.4% |
| 3Y | -24.9% | +68.0% | -92.9% | -43.0% |
| 5Y | -76.8% | +53.2% | -130.0% | -80.3% |
| All | -81.1% | +45.8% | -126.9% | -84.6% |
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