-77.0%
PATH vs CTAS
+109.9%
-186.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | -5.3% | +1.2% | -6.5% | -6.1% |
| 30D | -0.5% | +12.8% | -13.3% | -8.7% |
| 3M | -7.1% | +10.3% | -17.4% | -13.8% |
| 6M | +23.8% | +32.0% | -8.2% | -0.1% |
| YTD | -20.7% | +19.1% | -39.8% | -31.4% |
| 1Y | -8.1% | +21.5% | -29.5% | -21.9% |
| 3Y | -21.8% | +76.0% | -97.9% | -60.4% |
| All | -77.0% | +109.9% | -186.9% | -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