-80.3%
PATH vs CRH
+116.1%
-196.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.3% |
| 7D | -24.6% | -3.6% | -21.0% | -23.0% |
| 30D | -13.0% | -10.8% | -2.1% | -6.9% |
| 3M | +26.2% | -13.5% | +39.7% | +36.5% |
| 6M | +13.4% | -15.4% | +28.8% | +21.0% |
| YTD | -17.2% | -27.6% | +10.4% | -1.9% |
| 1Y | +14.0% | -18.4% | +32.4% | +23.4% |
| 3Y | -26.6% | +72.5% | -99.1% | -59.3% |
| 5Y | -75.1% | +99.2% | -174.2% | -88.5% |
| All | -80.3% | +116.1% | -196.5% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling