-76.8%
PATH vs CTAS
+113.7%
-190.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.9% |
| 7D | -5.6% | +3.8% | -9.4% | -8.0% |
| 30D | -0.7% | +15.5% | -16.2% | -10.3% |
| 3M | -5.9% | +12.7% | -18.6% | -13.9% |
| 6M | +21.6% | +34.5% | -12.9% | -3.1% |
| YTD | -20.6% | +21.3% | -41.9% | -32.1% |
| 1Y | -10.6% | +23.1% | -33.7% | -24.6% |
| 3Y | -24.9% | +79.3% | -104.2% | -62.4% |
| 5Y | -76.8% | +114.7% | -191.5% | -91.6% |
| All | -76.8% | +113.7% | -190.5% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling