-77.0%
PATH vs CLS
+1,775.5%
-1,852.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.3% | -22.2% | +16.8% | +0.7% |
| 30D | -0.5% | -44.4% | +43.8% | +14.7% |
| 3M | -7.1% | -34.3% | +27.1% | +0.7% |
| 6M | +23.8% | -50.1% | +73.9% | +40.9% |
| YTD | -20.7% | -30.1% | +9.4% | -22.9% |
| 1Y | -8.1% | -39.3% | +31.3% | -7.4% |
| 3Y | -21.8% | +732.7% | -754.5% | -82.4% |
| All | -77.0% | +1,775.5% | -1,852.5% | -97.2% |
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