-77.0%
PATH vs CRH
+111.8%
-188.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -5.3% | +4.4% | -9.7% | -8.1% |
| 30D | -0.5% | +16.4% | -16.9% | -9.8% |
| 3M | -7.1% | -2.5% | -4.6% | -6.5% |
| 6M | +23.8% | -16.9% | +40.7% | +36.1% |
| YTD | -20.7% | -23.2% | +2.5% | -9.8% |
| 1Y | -8.1% | -16.5% | +8.4% | -2.2% |
| 3Y | -21.8% | +73.0% | -94.8% | -57.1% |
| All | -77.0% | +111.8% | -188.8% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling