-81.0%
PATH vs CRS
+745.1%
-826.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.7% |
| 7D | -2.7% | +4.4% | -7.1% | -4.1% |
| 30D | -1.4% | -19.1% | +17.8% | +3.7% |
| 3M | -16.4% | -43.2% | +26.8% | -2.0% |
| 6M | +23.3% | -28.9% | +52.1% | +32.2% |
| YTD | -19.8% | -3.0% | -16.9% | -25.1% |
| 1Y | -8.6% | -5.3% | -3.2% | -13.9% |
| 3Y | -24.0% | +363.5% | -387.6% | -63.8% |
| 5Y | -77.1% | +858.2% | -935.3% | -91.6% |
| All | -81.0% | +745.1% | -826.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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