-18.8%
PATH vs CLF
-25.4%
+6.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.2% | +12.1% | +4.3% |
| 7D | -4.8% | -7.9% | +3.1% | -3.7% |
| 30D | +2.7% | +5.2% | -2.6% | +1.3% |
| 3M | -4.2% | +4.3% | -8.5% | -5.7% |
| 6M | +24.7% | +25.3% | -0.5% | +17.2% |
| YTD | -17.6% | -3.3% | -14.3% | -19.9% |
| 1Y | -5.3% | +20.2% | -25.6% | -13.2% |
| All | -18.8% | -25.4% | +6.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling