-81.2%
PATH vs CBOE
+262.0%
-343.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -5.3% | +5.3% | -10.6% | -6.0% |
| 30D | -0.5% | +25.5% | -26.0% | -3.8% |
| 3M | -7.1% | +22.5% | -29.6% | -10.0% |
| 6M | +23.8% | +2.6% | +21.2% | +22.4% |
| YTD | -20.7% | +41.8% | -62.5% | -26.5% |
| 1Y | -8.1% | +40.9% | -48.9% | -14.7% |
| 3Y | -21.8% | +108.7% | -130.5% | -39.0% |
| 5Y | -76.8% | +181.4% | -258.3% | -86.6% |
| All | -81.2% | +262.0% | -343.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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