-81.0%
PATH vs CBOE
+278.3%
-359.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | -2.7% | +6.9% | -9.7% | -3.7% |
| 30D | -1.4% | +24.1% | -25.5% | -4.5% |
| 3M | -16.4% | +30.9% | -47.4% | -19.7% |
| 6M | +23.3% | +5.9% | +17.4% | +21.5% |
| YTD | -19.8% | +48.2% | -68.0% | -26.2% |
| 1Y | -8.6% | +43.5% | -52.0% | -15.3% |
| 3Y | -24.0% | +117.0% | -141.1% | -40.9% |
| 5Y | -77.1% | +203.4% | -280.5% | -86.7% |
| All | -81.0% | +278.3% | -359.3% | -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