-80.8%
PATH vs CBOE
+284.7%
-365.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | +2.1% | +6.3% | -4.2% | +1.2% |
| 30D | +1.6% | +24.9% | -23.3% | -1.7% |
| 3M | -20.4% | +28.5% | -48.9% | -23.4% |
| 6M | +40.1% | +2.9% | +37.2% | +39.0% |
| YTD | -19.0% | +50.7% | -69.7% | -25.6% |
| 1Y | -5.8% | +45.5% | -51.3% | -12.9% |
| 3Y | -22.9% | +116.3% | -139.3% | -39.5% |
| 5Y | -75.3% | +204.3% | -279.6% | -85.8% |
| All | -80.8% | +284.7% | -365.5% | -85.5% |
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