-81.2%
PATH vs CBOE
+261.5%
-342.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | -3.7% | +16.0% | -19.7% | -5.8% |
| 3M | -13.8% | +23.4% | -37.2% | -16.5% |
| 6M | +20.3% | +1.7% | +18.6% | +19.2% |
| YTD | -20.8% | +41.6% | -62.4% | -26.6% |
| 1Y | -9.2% | +38.5% | -47.7% | -15.5% |
| 3Y | -21.8% | +105.7% | -127.5% | -38.5% |
| 5Y | -77.4% | +185.4% | -262.8% | -86.9% |
| All | -81.2% | +261.5% | -342.7% | -85.7% |
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