-81.1%
PATH vs CL
+37.6%
-118.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -5.6% | +5.9% | -11.5% | -5.2% |
| 30D | -0.7% | +13.8% | -14.4% | +0.3% |
| 3M | -5.9% | +6.4% | -12.3% | -5.5% |
| 6M | +21.6% | +15.6% | +6.0% | +23.3% |
| YTD | -20.6% | +27.9% | -48.5% | -19.1% |
| 1Y | -10.6% | +31.4% | -42.0% | -8.9% |
| 3Y | -24.9% | +41.4% | -66.3% | -24.4% |
| 5Y | -76.8% | +42.8% | -119.6% | -77.0% |
| All | -81.1% | +37.6% | -118.7% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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