-21.8%
PATH vs CLBK
+43.4%
-65.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.1% |
| 7D | -5.6% | +2.5% | -8.1% | -6.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | -5.9% | +2.6% | -8.5% | -7.1% |
| 6M | +21.6% | +26.5% | -4.9% | +9.4% |
| YTD | -20.6% | +56.4% | -77.1% | -35.7% |
| 1Y | -10.6% | +58.8% | -69.4% | -28.2% |
| All | -21.8% | +43.4% | -65.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling