+40.0%
PATH vs CLBK
+73.3%
-33.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | +1.2% | -17.5% | -16.5% |
| 30D | +9.9% | +9.1% | +0.8% | +8.5% |
| 3M | +30.2% | +27.7% | +2.5% | +25.0% |
| 6M | +37.2% | +40.8% | -3.6% | +29.6% |
| YTD | -7.3% | +66.4% | -73.7% | -14.9% |
| 1Y | +40.0% | +72.4% | -32.4% | +25.3% |
| All | +40.0% | +73.3% | -33.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling