-78.0%
PATH vs CRH
+128.0%
-206.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -19.0% | -18.1% |
| 7D | -16.3% | -1.7% | -14.6% | -15.7% |
| 30D | +9.9% | -5.4% | +15.3% | +13.2% |
| 3M | +30.2% | -11.2% | +41.4% | +38.3% |
| 6M | +37.2% | -15.8% | +53.1% | +47.2% |
| YTD | -7.3% | -23.6% | +16.3% | +6.1% |
| 1Y | +40.0% | -14.6% | +54.6% | +47.3% |
| 3Y | -4.4% | +74.3% | -78.7% | -46.9% |
| 5Y | -76.0% | +103.7% | -179.7% | -89.2% |
| All | -78.0% | +128.0% | -206.0% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling