-81.1%
PATH vs CTAS
+176.7%
-257.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | -5.6% | +3.8% | -9.4% | -7.9% |
| 30D | -0.7% | +15.5% | -16.2% | -9.8% |
| 3M | -5.9% | +12.7% | -18.6% | -13.5% |
| 6M | +21.6% | +34.5% | -12.9% | -1.9% |
| YTD | -20.6% | +21.3% | -41.9% | -31.5% |
| 1Y | -10.6% | +23.1% | -33.7% | -23.9% |
| 3Y | -24.9% | +79.3% | -104.2% | -59.5% |
| 5Y | -76.8% | +114.7% | -191.5% | -90.2% |
| All | -81.1% | +176.7% | -257.8% | -92.2% |
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