-81.1%
PATH vs CRS
+673.1%
-754.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.4% |
| 7D | -5.6% | -6.6% | +1.1% | -3.7% |
| 30D | -0.7% | -29.5% | +28.8% | +9.0% |
| 3M | -5.9% | -51.1% | +45.2% | +15.6% |
| 6M | +21.6% | -37.3% | +58.9% | +35.6% |
| YTD | -20.6% | -11.2% | -9.4% | -23.7% |
| 1Y | -10.6% | -11.5% | +0.9% | -14.2% |
| 3Y | -24.9% | +324.4% | -349.3% | -63.2% |
| 5Y | -76.8% | +796.6% | -873.4% | -91.3% |
| All | -81.1% | +673.1% | -754.3% | -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