-80.4%
PATH vs CLS
+2,881.2%
-2,961.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +11.9% | +5.2% |
| 7D | -4.8% | -21.1% | +16.4% | +0.8% |
| 30D | +2.7% | -38.2% | +40.9% | +14.8% |
| 3M | -4.2% | -36.3% | +32.1% | +4.7% |
| 6M | +24.7% | -43.8% | +68.6% | +37.5% |
| YTD | -17.6% | -20.0% | +2.5% | -22.1% |
| 1Y | -5.3% | -29.6% | +24.3% | -8.0% |
| 3Y | -22.0% | +821.3% | -843.3% | -78.9% |
| 5Y | -76.5% | +2,134.5% | -2,211.0% | -96.0% |
| All | -80.4% | +2,881.2% | -2,961.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling