-77.7%
PATH vs CBOE
+200.8%
-278.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.8% |
| 7D | -2.3% | +6.0% | -8.2% | -3.3% |
| 30D | -4.8% | +19.9% | -24.8% | -8.1% |
| 3M | -17.7% | +28.4% | -46.1% | -21.7% |
| 6M | +18.9% | +5.2% | +13.7% | +17.0% |
| YTD | -21.7% | +46.4% | -68.1% | -29.7% |
| 1Y | -9.6% | +41.8% | -51.5% | -18.1% |
| 3Y | -25.8% | +114.4% | -140.3% | -47.4% |
| All | -77.7% | +200.8% | -278.5% | -89.6% |
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 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