-2.0%
PATH vs CRCL
-1.6%
-0.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -5.3% | -6.4% | +1.1% | -4.6% |
| 30D | -0.5% | -16.0% | +15.5% | +1.4% |
| 3M | -7.1% | +7.3% | -14.4% | -7.6% |
| 6M | +23.8% | -44.3% | +68.1% | +29.3% |
| YTD | -20.7% | -14.4% | -6.3% | -21.5% |
| 1Y | -8.1% | -32.1% | +24.1% | -7.9% |
| All | -2.0% | -1.6% | -0.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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