-81.0%
PATH vs CLBK
+41.8%
-122.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | -1.4% | +5.0% | -6.3% | -3.1% |
| 3M | -16.4% | +3.3% | -19.7% | -17.5% |
| 6M | +23.3% | +29.6% | -6.3% | +11.8% |
| YTD | -19.8% | +62.1% | -82.0% | -33.5% |
| 1Y | -8.6% | +64.3% | -72.9% | -24.7% |
| 3Y | -24.0% | +55.6% | -79.7% | -36.8% |
| 5Y | -77.1% | +29.3% | -106.4% | -80.3% |
| All | -81.0% | +41.8% | -122.7% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling