-78.0%
PATH vs CPRT
+11.2%
-89.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -17.0% |
| 7D | -16.3% | +2.2% | -18.5% | -18.0% |
| 30D | +9.9% | +16.6% | -6.7% | -5.1% |
| 3M | +30.2% | +9.6% | +20.6% | +17.4% |
| 6M | +37.2% | -11.1% | +48.3% | +49.9% |
| YTD | -7.3% | -13.9% | +6.5% | +3.8% |
| 1Y | +40.0% | -32.5% | +72.5% | +96.3% |
| 3Y | -4.4% | -25.0% | +20.6% | +10.1% |
| 5Y | -76.0% | -7.4% | -68.6% | -81.0% |
| All | -78.0% | +11.2% | -89.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling