-0.1%
PATH vs CRBG
+111.5%
-111.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.8% |
| 7D | -22.8% | +4.9% | -27.7% | -24.3% |
| 30D | -6.9% | +0.2% | -7.1% | -7.0% |
| 3M | +25.4% | +25.5% | 0.0% | +12.8% |
| 6M | +18.1% | +35.7% | -17.6% | +1.4% |
| YTD | -14.5% | +14.0% | -28.5% | -20.6% |
| 1Y | +18.7% | +3.9% | +14.8% | +14.8% |
| 3Y | -24.2% | +118.8% | -143.0% | -54.5% |
| All | -0.1% | +111.5% | -111.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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