-81.2%
PATH vs CRL
+9.9%
-91.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -2.3% |
| 7D | -2.7% | +4.4% | -7.1% | -5.1% |
| 30D | -3.7% | +17.1% | -20.8% | -11.3% |
| 3M | -13.8% | +32.1% | -45.8% | -25.3% |
| 6M | +20.3% | +98.9% | -78.6% | -15.9% |
| YTD | -20.8% | +77.1% | -97.9% | -42.0% |
| 1Y | -9.2% | +110.3% | -119.5% | -39.1% |
| 3Y | -21.8% | +108.5% | -130.3% | -51.7% |
| 5Y | -77.4% | -7.9% | -69.6% | -80.4% |
| All | -81.2% | +9.9% | -91.1% | -84.3% |
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