-75.7%
PATH vs CLS
+3,233.5%
-3,309.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -16.9% |
| 7D | -16.3% | +4.6% | -20.9% | -17.6% |
| 30D | +9.9% | -13.9% | +23.8% | +13.6% |
| 3M | +30.2% | -26.6% | +56.7% | +38.6% |
| 6M | +37.2% | +15.4% | +21.8% | +21.4% |
| YTD | -7.3% | +5.7% | -13.0% | -17.1% |
| 1Y | +40.0% | +41.1% | -1.1% | +9.3% |
| 3Y | -4.4% | +1,228.6% | -1,233.0% | -79.1% |
| All | -75.7% | +3,233.5% | -3,309.2% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling