-21.8%
PATH vs CLS
+699.8%
-721.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.0% | +9.3% | -1.5% |
| 7D | -5.6% | -27.3% | +21.7% | -0.7% |
| 30D | -0.7% | -47.0% | +46.3% | +9.9% |
| 3M | -5.9% | -43.3% | +37.5% | +1.9% |
| 6M | +21.6% | -50.8% | +72.4% | +33.1% |
| YTD | -20.6% | -30.4% | +9.8% | -22.0% |
| 1Y | -10.6% | -41.7% | +31.1% | -8.9% |
| All | -21.8% | +699.8% | -721.6% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling