-76.8%
PATH vs CPRT
-17.2%
-59.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | -5.6% | +9.9% | -15.5% | -13.5% |
| 30D | -0.7% | +21.1% | -21.8% | -16.9% |
| 3M | -5.9% | +12.3% | -18.2% | -17.2% |
| 6M | +21.6% | -2.0% | +23.6% | +19.8% |
| YTD | -20.6% | -17.0% | -3.6% | -8.4% |
| 1Y | -10.6% | -22.5% | +12.0% | +10.0% |
| 3Y | -24.9% | -29.3% | +4.4% | -9.8% |
| 5Y | -76.8% | -15.6% | -61.2% | -81.5% |
| All | -76.8% | -17.2% | -59.6% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling