-78.0%
PATH vs CRS
+1,217.0%
-1,295.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -17.2% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | +9.9% | -16.6% | +26.5% | +16.2% |
| 3M | +30.2% | -3.5% | +33.6% | +29.8% |
| 6M | +37.2% | +15.4% | +21.8% | +26.7% |
| YTD | -7.3% | +51.2% | -58.5% | -23.3% |
| 1Y | +40.0% | +98.3% | -58.3% | +3.4% |
| 3Y | -4.4% | +651.5% | -656.0% | -60.3% |
| 5Y | -76.0% | +1,411.1% | -1,487.1% | -92.2% |
| All | -78.0% | +1,217.0% | -1,295.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling