-81.1%
PATH vs CLF
-31.0%
-50.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.2% | +8.5% | -1.2% |
| 7D | -5.6% | -21.0% | +15.4% | -1.2% |
| 30D | -0.7% | -8.0% | +7.3% | +0.2% |
| 3M | -5.9% | -10.9% | +5.0% | -4.9% |
| 6M | +21.6% | +5.8% | +15.8% | +16.1% |
| YTD | -20.6% | -15.1% | -5.5% | -22.0% |
| 1Y | -10.6% | +7.2% | -17.8% | -17.8% |
| 3Y | -24.9% | -34.2% | +9.3% | -25.8% |
| 5Y | -76.8% | -49.6% | -27.2% | -76.6% |
| All | -81.1% | -31.0% | -50.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling