-6.1%
PATH vs CPRT
-25.5%
+19.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.9% |
| 7D | -16.3% | +2.2% | -18.5% | -17.3% |
| 30D | +9.9% | +16.6% | -6.7% | +0.4% |
| 3M | +30.2% | +9.6% | +20.6% | +22.4% |
| 6M | +37.2% | -11.1% | +48.3% | +45.6% |
| YTD | -7.3% | -13.9% | +6.5% | 0.0% |
| 1Y | +40.0% | -32.5% | +72.5% | +74.4% |
| All | -6.1% | -25.5% | +19.4% | -3.4% |
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