-6.1%
PATH vs CRL
+38.0%
-44.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -15.0% | -16.0% |
| 7D | -16.3% | -1.0% | -15.3% | -15.9% |
| 30D | +9.9% | +10.7% | -0.7% | +5.9% |
| 3M | +30.2% | +55.3% | -25.1% | +9.1% |
| 6M | +37.2% | +60.7% | -23.4% | +12.4% |
| YTD | -7.3% | +44.6% | -51.9% | -21.0% |
| 1Y | +40.0% | +77.7% | -37.7% | +9.2% |
| All | -6.1% | +38.0% | -44.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling