-80.4%
PATH vs CTAS
+179.9%
-260.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.4% |
| 7D | -4.8% | +7.6% | -12.4% | -9.4% |
| 30D | +2.7% | +17.2% | -14.6% | -7.7% |
| 3M | -4.2% | +12.8% | -16.9% | -12.0% |
| 6M | +24.7% | +38.0% | -13.2% | -1.1% |
| YTD | -17.6% | +22.7% | -40.3% | -29.5% |
| 1Y | -5.3% | +25.6% | -31.0% | -20.6% |
| 3Y | -22.0% | +81.4% | -103.4% | -58.2% |
| 5Y | -76.5% | +117.9% | -194.4% | -90.1% |
| All | -80.4% | +179.9% | -260.3% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling