-78.0%
PATH vs CTAS
+145.0%
-222.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.4% |
| 7D | -16.3% | -1.8% | -14.5% | -15.3% |
| 30D | +9.9% | -0.2% | +10.1% | +9.9% |
| 3M | +30.2% | +11.7% | +18.5% | +19.6% |
| 6M | +37.2% | +0.7% | +36.5% | +35.3% |
| YTD | -7.3% | +7.4% | -14.7% | -13.0% |
| 1Y | +40.0% | -2.1% | +42.1% | +39.8% |
| 3Y | -4.4% | +62.9% | -67.3% | -45.4% |
| 5Y | -76.0% | +111.9% | -187.9% | -89.2% |
| All | -78.0% | +145.0% | -222.9% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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