-80.4%
PATH vs CRL
+1.5%
-81.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.3% | +10.2% | +6.2% |
| 7D | -4.8% | -12.8% | +8.0% | +0.9% |
| 30D | +2.7% | +5.0% | -2.3% | -0.4% |
| 3M | -4.2% | +39.4% | -43.6% | -19.4% |
| 6M | +24.7% | +89.4% | -64.6% | -10.9% |
| YTD | -17.6% | +63.6% | -81.1% | -37.3% |
| 1Y | -5.3% | +83.5% | -88.8% | -32.3% |
| 3Y | -22.0% | +79.4% | -101.4% | -47.6% |
| 5Y | -76.5% | -14.0% | -62.5% | -78.8% |
| All | -80.4% | +1.5% | -81.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling