-78.0%
PATH vs CLBK
+45.5%
-123.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | +1.2% | -17.5% | -16.7% |
| 30D | +9.9% | +9.1% | +0.8% | +6.4% |
| 3M | +30.2% | +27.7% | +2.5% | +18.9% |
| 6M | +37.2% | +40.8% | -3.6% | +20.6% |
| YTD | -7.3% | +66.4% | -73.7% | -23.8% |
| 1Y | +40.0% | +72.4% | -32.4% | +13.1% |
| 3Y | -4.4% | +50.7% | -55.1% | -19.9% |
| 5Y | -76.0% | +42.9% | -119.0% | -79.5% |
| All | -78.0% | +45.5% | -123.5% | -81.6% |
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