-80.8%
PATH vs CTAS
+177.1%
-257.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +2.1% | +2.0% | +0.1% | +0.8% |
| 30D | +1.6% | +8.7% | -7.1% | -4.0% |
| 3M | -20.4% | +13.3% | -33.7% | -27.1% |
| 6M | +40.1% | +39.4% | +0.7% | +10.2% |
| YTD | -19.0% | +21.5% | -40.5% | -30.3% |
| 1Y | -5.8% | +21.9% | -27.7% | -19.2% |
| 3Y | -22.9% | +73.6% | -96.6% | -57.0% |
| 5Y | -75.3% | +116.2% | -191.5% | -89.6% |
| All | -80.8% | +177.1% | -257.8% | -92.1% |
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