-75.2%
PATH vs CLSK
-69.6%
-5.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.0% |
| 7D | +2.1% | +8.0% | -5.9% | -0.1% |
| 30D | +1.6% | -27.9% | +29.5% | +8.1% |
| 3M | -20.4% | -42.3% | +21.8% | -12.1% |
| 6M | +40.1% | -50.0% | +90.1% | +54.3% |
| YTD | -19.0% | -34.3% | +15.3% | -21.0% |
| 1Y | -5.8% | -44.5% | +38.7% | -5.0% |
| 3Y | -22.9% | +74.5% | -97.5% | -62.2% |
| All | -75.2% | -69.6% | -5.7% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling