-21.8%
PATH vs CRL
+72.9%
-94.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.3% |
| 7D | -5.6% | -16.8% | +11.2% | +0.4% |
| 30D | -0.7% | +2.6% | -3.3% | -2.2% |
| 3M | -5.9% | +20.1% | -25.9% | -12.7% |
| 6M | +21.6% | +68.8% | -47.3% | -2.0% |
| YTD | -20.6% | +56.9% | -77.5% | -34.7% |
| 1Y | -10.6% | +86.7% | -97.2% | -31.3% |
| All | -21.8% | +72.9% | -94.6% | -46.1% |
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