-21.8%
PATH vs CLBK
+44.9%
-66.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | -0.5% | +2.9% | -3.4% | -1.7% |
| 3M | -7.1% | +3.0% | -10.1% | -8.5% |
| 6M | +23.8% | +27.3% | -3.5% | +11.1% |
| YTD | -20.7% | +58.0% | -78.7% | -36.0% |
| 1Y | -8.1% | +62.4% | -70.4% | -27.0% |
| 3Y | -21.8% | +46.9% | -68.8% | -37.9% |
| All | -21.8% | +44.9% | -66.7% | -37.9% |
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 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