-5.3%
PATH vs CLS
-28.7%
+23.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +11.9% | +3.2% |
| 7D | -4.8% | -21.1% | +16.4% | -3.9% |
| 30D | +2.7% | -38.2% | +40.9% | +4.7% |
| 3M | -4.2% | -36.3% | +32.1% | -2.5% |
| 6M | +24.7% | -43.8% | +68.6% | +27.4% |
| YTD | -17.6% | -20.0% | +2.5% | -19.5% |
| 1Y | -5.3% | -29.6% | +24.3% | -5.7% |
| All | -5.3% | -28.7% | +23.4% | -5.7% |
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