-81.2%
PATH vs CLS
+2,506.3%
-2,587.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.3% | -22.2% | +16.8% | +0.4% |
| 30D | -0.5% | -44.4% | +43.8% | +14.1% |
| 3M | -7.1% | -34.3% | +27.1% | +0.5% |
| 6M | +23.8% | -50.1% | +73.9% | +40.2% |
| YTD | -20.7% | -30.1% | +9.4% | -22.6% |
| 1Y | -8.1% | -39.3% | +31.3% | -7.2% |
| 3Y | -21.8% | +732.7% | -754.5% | -78.6% |
| 5Y | -76.8% | +1,777.2% | -1,854.0% | -96.0% |
| All | -81.2% | +2,506.3% | -2,587.5% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling