-81.1%
PATH vs CLS
+2,493.2%
-2,574.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.0% | +9.3% | -0.4% |
| 7D | -5.6% | -27.3% | +21.7% | +1.8% |
| 30D | -0.7% | -47.0% | +46.3% | +15.3% |
| 3M | -5.9% | -43.3% | +37.5% | +5.7% |
| 6M | +21.6% | -50.8% | +72.4% | +38.3% |
| YTD | -20.6% | -30.4% | +9.8% | -22.5% |
| 1Y | -10.6% | -41.7% | +31.1% | -8.5% |
| 3Y | -24.9% | +701.4% | -726.3% | -79.0% |
| 5Y | -76.8% | +1,767.8% | -1,844.6% | -95.9% |
| All | -81.1% | +2,493.2% | -2,574.3% | -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