-8.1%
PATH vs COR
-4.6%
-3.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -5.3% | +0.8% | -6.1% | -5.2% |
| 30D | -0.5% | +5.1% | -5.7% | -0.3% |
| 3M | -7.1% | +2.8% | -10.0% | -6.8% |
| 6M | +23.8% | +32.5% | -8.7% | +27.8% |
| YTD | -20.7% | -0.7% | -20.0% | -21.7% |
| 1Y | -8.1% | -6.7% | -1.4% | -9.3% |
| All | -8.1% | -4.6% | -3.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling