-8.6%
PATH vs CLBK
+62.9%
-71.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | -1.4% | +5.0% | -6.3% | -2.0% |
| 3M | -16.4% | +3.3% | -19.7% | -16.6% |
| 6M | +23.3% | +29.6% | -6.3% | +20.0% |
| YTD | -19.8% | +62.1% | -82.0% | -22.3% |
| 1Y | -8.6% | +64.3% | -72.9% | -10.1% |
| All | -8.6% | +62.9% | -71.4% | -10.1% |
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