-77.1%
PATH vs CCL
+34.2%
-111.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.1% |
| 30D | -1.4% | +16.5% | -17.8% | -8.0% |
| 3M | -16.4% | +11.2% | -27.6% | -21.1% |
| 6M | +23.3% | +22.6% | +0.7% | +10.3% |
| YTD | -19.8% | +2.6% | -22.4% | -24.6% |
| 1Y | -8.6% | +17.0% | -25.5% | -20.1% |
| 3Y | -24.0% | +145.5% | -169.6% | -57.0% |
| 5Y | -77.1% | +36.1% | -113.2% | -85.3% |
| All | -77.1% | +34.2% | -111.4% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling