-8.1%
PATH vs CLBK
+60.8%
-68.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -5.3% | +0.6% | -6.0% | -5.4% |
| 30D | -0.5% | +2.9% | -3.4% | -0.9% |
| 3M | -7.1% | +3.0% | -10.1% | -7.3% |
| 6M | +23.8% | +27.3% | -3.5% | +21.0% |
| YTD | -20.7% | +58.0% | -78.7% | -22.7% |
| 1Y | -8.1% | +62.4% | -70.4% | -9.9% |
| All | -8.1% | +60.8% | -68.9% | -9.9% |
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 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