-77.0%
PATH vs CRS
+772.4%
-849.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 3M | -7.1% | -50.0% | +42.9% | +14.5% |
| 6M | +23.8% | -39.2% | +63.0% | +40.4% |
| YTD | -20.7% | -11.4% | -9.3% | -24.2% |
| 1Y | -8.1% | -11.7% | +3.6% | -12.3% |
| 3Y | -21.8% | +319.6% | -341.5% | -64.8% |
| All | -77.0% | +772.4% | -849.4% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling