-8.1%
PATH vs CBOE
+42.3%
-50.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -5.3% | +5.3% | -10.6% | -5.6% |
| 30D | -0.5% | +25.5% | -26.0% | -2.1% |
| 3M | -7.1% | +22.5% | -29.6% | -8.6% |
| 6M | +23.8% | +2.6% | +21.2% | +20.9% |
| YTD | -20.7% | +41.8% | -62.5% | -30.8% |
| 1Y | -8.1% | +40.9% | -48.9% | -18.3% |
| All | -8.1% | +42.3% | -50.4% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling