-81.1%
PATH vs CPRT
+7.2%
-88.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | -5.6% | +9.9% | -15.5% | -13.3% |
| 30D | -0.7% | +21.1% | -21.8% | -16.3% |
| 3M | -5.9% | +12.3% | -18.2% | -16.8% |
| 6M | +21.6% | -2.0% | +23.6% | +19.9% |
| YTD | -20.6% | -17.0% | -3.6% | -8.9% |
| 1Y | -10.6% | -22.5% | +12.0% | +9.1% |
| 3Y | -24.9% | -29.3% | +4.4% | -9.2% |
| 5Y | -76.8% | -15.6% | -61.2% | -80.6% |
| All | -81.1% | +7.2% | -88.3% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling