-21.8%
PATH vs COR
+77.6%
-99.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -3.9% |
| 7D | -5.6% | +2.8% | -8.4% | -5.4% |
| 30D | -0.7% | +7.4% | -8.1% | -0.2% |
| 3M | -5.9% | +7.3% | -13.1% | -5.3% |
| 6M | +21.6% | +11.5% | +10.1% | +22.9% |
| YTD | -20.6% | +1.2% | -21.8% | -20.7% |
| 1Y | -10.6% | -3.3% | -7.3% | -11.1% |
| All | -21.8% | +77.6% | -99.3% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling