-81.2%
PATH vs CCL
+17.8%
-98.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.3% | +3.1% | -8.4% | -6.7% |
| 30D | -0.5% | +13.7% | -14.2% | -5.9% |
| 3M | -7.1% | +3.8% | -11.0% | -9.5% |
| 6M | +23.8% | +9.3% | +14.5% | +17.0% |
| YTD | -20.7% | -1.1% | -19.6% | -23.9% |
| 1Y | -8.1% | +14.6% | -22.6% | -18.3% |
| 3Y | -21.8% | +146.4% | -168.2% | -53.8% |
| 5Y | -76.8% | +21.9% | -98.7% | -84.8% |
| All | -81.2% | +17.8% | -98.9% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling