-75.7%
PATH vs CBOE
+149.4%
-225.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -3.6% | -12.7% | -15.8% |
| 30D | +9.9% | +5.1% | +4.8% | +8.9% |
| 3M | +30.2% | +4.6% | +25.6% | +28.7% |
| 6M | +37.2% | -0.3% | +37.5% | +34.9% |
| YTD | -7.3% | +19.8% | -27.1% | -13.2% |
| 1Y | +40.0% | +28.4% | +11.6% | +28.4% |
| 3Y | -4.4% | +104.1% | -108.5% | -37.0% |
| All | -75.7% | +149.4% | -225.1% | -87.8% |
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