+40.0%
PATH vs CLS
+47.9%
-7.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -16.7% |
| 7D | -16.3% | +4.6% | -20.9% | -16.7% |
| 30D | +9.9% | -13.9% | +23.8% | +11.2% |
| 3M | +30.2% | -26.6% | +56.7% | +33.5% |
| 6M | +37.2% | +15.4% | +21.8% | +29.8% |
| YTD | -7.3% | +5.7% | -13.0% | -11.4% |
| 1Y | +40.0% | +41.1% | -1.1% | +22.0% |
| All | +40.0% | +47.9% | -7.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling