-75.5%
PATH vs CLBK
+28.4%
-104.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +0.7% | +2.5% | -1.8% | -0.2% |
| 30D | -1.1% | +3.7% | -4.8% | -2.5% |
| 3M | -14.2% | -3.3% | -10.9% | -13.2% |
| 6M | +30.9% | +29.6% | +1.2% | +18.1% |
| YTD | -20.1% | +60.3% | -80.3% | -34.0% |
| 1Y | -8.1% | +63.4% | -71.5% | -24.8% |
| 3Y | -24.3% | +53.8% | -78.1% | -37.4% |
| All | -75.5% | +28.4% | -104.0% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling