-21.8%
PATH vs CPRT
-30.7%
+8.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.7% |
| 7D | -5.3% | +6.0% | -11.4% | -8.2% |
| 30D | -0.5% | +20.0% | -20.6% | -9.7% |
| 3M | -7.1% | +10.1% | -17.3% | -12.5% |
| 6M | +23.8% | -4.3% | +28.1% | +24.9% |
| YTD | -20.7% | -18.4% | -2.3% | -12.8% |
| 1Y | -8.1% | -20.1% | +12.0% | +1.9% |
| 3Y | -21.8% | -30.4% | +8.6% | -9.1% |
| All | -21.8% | -30.7% | +8.9% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling