-81.1%
PATH vs CRL
-2.7%
-78.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -1.9% |
| 7D | -5.6% | -16.8% | +11.2% | +2.2% |
| 30D | -0.7% | +2.6% | -3.3% | -2.6% |
| 3M | -5.9% | +20.1% | -25.9% | -14.6% |
| 6M | +21.6% | +68.8% | -47.3% | -8.0% |
| YTD | -20.6% | +56.9% | -77.5% | -38.4% |
| 1Y | -10.6% | +86.7% | -97.2% | -36.6% |
| 3Y | -24.9% | +72.1% | -97.0% | -48.6% |
| 5Y | -76.8% | -16.6% | -60.2% | -78.7% |
| All | -81.1% | -2.7% | -78.5% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling