+24.7%
PATH vs CTAS
+36.5%
-11.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.2% |
| 7D | -4.8% | +7.6% | -12.4% | -6.7% |
| 30D | +2.7% | +17.2% | -14.6% | -1.7% |
| 3M | -4.2% | +12.8% | -16.9% | -7.3% |
| 6M | +24.7% | +38.0% | -13.2% | +5.2% |
| All | +24.7% | +36.5% | -11.7% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling