-21.8%
PATH vs CLSK
+33.6%
-55.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.5% | -1.5% |
| 7D | -5.3% | -19.7% | +14.4% | -2.5% |
| 30D | -0.5% | -46.5% | +46.0% | +9.6% |
| 3M | -7.1% | -51.7% | +44.5% | +2.9% |
| 6M | +23.8% | -57.5% | +81.3% | +37.2% |
| YTD | -20.7% | -39.1% | +18.4% | -21.2% |
| 1Y | -8.1% | -60.0% | +51.9% | -1.0% |
| 3Y | -21.8% | +42.9% | -64.8% | -58.4% |
| All | -21.8% | +33.6% | -55.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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