-80.4%
PATH vs CL
+37.6%
-118.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +3.1% |
| 7D | -4.8% | +7.7% | -12.5% | -4.3% |
| 30D | +2.7% | +15.2% | -12.6% | +3.7% |
| 3M | -4.2% | +7.3% | -11.5% | -3.7% |
| 6M | +24.7% | +17.0% | +7.7% | +26.6% |
| YTD | -17.6% | +28.0% | -45.6% | -16.0% |
| 1Y | -5.3% | +32.1% | -37.4% | -3.5% |
| 3Y | -22.0% | +41.5% | -63.5% | -21.5% |
| 5Y | -76.5% | +43.9% | -120.4% | -76.6% |
| All | -80.4% | +37.6% | -118.1% | -79.6% |
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