-78.0%
PATH vs CCL
-6.9%
-71.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.7% |
| 7D | -16.3% | -5.0% | -11.3% | -14.6% |
| 30D | +9.9% | -20.3% | +30.3% | +20.4% |
| 3M | +30.2% | -15.1% | +45.3% | +38.3% |
| 6M | +37.2% | -15.1% | +52.3% | +42.2% |
| YTD | -7.3% | -21.8% | +14.5% | -1.3% |
| 1Y | +40.0% | -24.8% | +64.8% | +50.4% |
| 3Y | -4.4% | +51.9% | -56.3% | -29.8% |
| 5Y | -76.0% | +4.0% | -80.1% | -82.7% |
| All | -78.0% | -6.9% | -71.1% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling