-81.1%
PATH vs CBOE
+261.8%
-343.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.0% |
| 7D | -5.6% | +12.4% | -17.9% | -7.2% |
| 30D | -0.7% | +26.9% | -27.6% | -4.1% |
| 3M | -5.9% | +24.3% | -30.2% | -9.0% |
| 6M | +21.6% | +3.1% | +18.4% | +20.1% |
| YTD | -20.6% | +41.7% | -62.3% | -26.4% |
| 1Y | -10.6% | +41.5% | -52.1% | -17.1% |
| 3Y | -24.9% | +114.2% | -139.1% | -42.4% |
| 5Y | -76.8% | +181.3% | -258.1% | -86.6% |
| All | -81.1% | +261.8% | -343.0% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling