-81.1%
PATH vs CLBK
+36.8%
-117.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | -5.6% | +2.5% | -8.1% | -6.4% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | -5.9% | +2.6% | -8.5% | -6.9% |
| 6M | +21.6% | +26.5% | -4.9% | +11.3% |
| YTD | -20.6% | +56.4% | -77.1% | -33.3% |
| 1Y | -10.6% | +58.8% | -69.4% | -25.4% |
| 3Y | -24.9% | +43.3% | -68.1% | -35.8% |
| 5Y | -76.8% | +24.0% | -100.9% | -79.8% |
| All | -81.1% | +36.8% | -117.9% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling