-80.4%
PATH vs CLF
-21.4%
-59.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.2% | +12.1% | +4.8% |
| 7D | -4.8% | -7.9% | +3.1% | -3.4% |
| 30D | +2.7% | +5.2% | -2.6% | +0.8% |
| 3M | -4.2% | +4.3% | -8.5% | -6.3% |
| 6M | +24.7% | +25.3% | -0.5% | +15.0% |
| YTD | -17.6% | -3.3% | -14.3% | -21.0% |
| 1Y | -5.3% | +20.2% | -25.6% | -14.8% |
| 3Y | -22.0% | -25.0% | +3.0% | -24.9% |
| 5Y | -76.5% | -42.1% | -34.4% | -76.9% |
| All | -80.4% | -21.4% | -59.0% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling