-75.7%
PATH vs CRL
-35.5%
-40.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -15.0% | -15.8% |
| 7D | -16.3% | -1.0% | -15.3% | -15.8% |
| 30D | +9.9% | +10.7% | -0.7% | +4.8% |
| 3M | +30.2% | +55.3% | -25.1% | +4.0% |
| 6M | +37.2% | +60.7% | -23.4% | +6.3% |
| YTD | -7.3% | +44.6% | -51.9% | -24.5% |
| 1Y | +40.0% | +77.7% | -37.7% | +1.5% |
| 3Y | -4.4% | +37.6% | -42.0% | -25.2% |
| All | -75.7% | -35.5% | -40.1% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling