-77.0%
PATH vs CBOE
+179.9%
-256.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -5.3% | +5.3% | -10.6% | -6.2% |
| 30D | -0.5% | +25.5% | -26.0% | -4.8% |
| 3M | -7.1% | +22.5% | -29.6% | -10.9% |
| 6M | +23.8% | +2.6% | +21.2% | +22.2% |
| YTD | -20.7% | +41.8% | -62.5% | -28.4% |
| 1Y | -8.1% | +40.9% | -48.9% | -16.8% |
| 3Y | -21.8% | +108.7% | -130.5% | -44.5% |
| All | -77.0% | +179.9% | -256.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling