+40.0%
PATH vs CRL
+78.8%
-38.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -15.0% | -16.1% |
| 7D | -16.3% | -1.0% | -15.3% | -16.0% |
| 30D | +9.9% | +10.7% | -0.7% | +6.6% |
| 3M | +30.2% | +55.3% | -25.1% | +11.4% |
| 6M | +37.2% | +60.7% | -23.4% | +15.5% |
| YTD | -7.3% | +44.6% | -51.9% | -19.4% |
| 1Y | +40.0% | +77.7% | -37.7% | +17.4% |
| All | +40.0% | +78.8% | -38.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling