-21.8%
PATH vs CBOE
+112.4%
-134.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -5.3% | +5.3% | -10.6% | -4.8% |
| 30D | -0.5% | +25.5% | -26.0% | +2.0% |
| 3M | -7.1% | +22.5% | -29.6% | -5.2% |
| 6M | +23.8% | +2.6% | +21.2% | +21.8% |
| YTD | -20.7% | +41.8% | -62.5% | -15.5% |
| 1Y | -8.1% | +40.9% | -48.9% | -2.3% |
| 3Y | -21.8% | +108.7% | -130.5% | +5.4% |
| All | -21.8% | +112.4% | -134.2% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling