-81.2%
PATH vs CRS
+671.5%
-752.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -0.5% | -28.8% | +28.3% | +8.8% |
| 3M | -7.1% | -50.0% | +42.9% | +13.2% |
| 6M | +23.8% | -39.2% | +63.0% | +39.6% |
| YTD | -20.7% | -11.4% | -9.3% | -23.7% |
| 1Y | -8.1% | -11.7% | +3.6% | -11.7% |
| 3Y | -21.8% | +319.6% | -341.5% | -61.5% |
| 5Y | -76.8% | +794.8% | -871.6% | -91.3% |
| All | -81.2% | +671.5% | -752.7% | -92.5% |
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