-75.6%
PATH vs CLSK
-68.0%
-7.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.7% | +20.4% | -19.7% | -4.1% |
| 30D | -1.1% | -32.6% | +31.5% | +6.9% |
| 3M | -14.2% | -43.8% | +29.7% | -4.6% |
| 6M | +30.9% | -49.2% | +80.1% | +43.6% |
| YTD | -20.1% | -32.4% | +12.3% | -22.5% |
| 1Y | -8.1% | -48.7% | +40.6% | -5.2% |
| 3Y | -24.3% | +82.9% | -107.2% | -63.3% |
| 5Y | -75.6% | -68.1% | -7.5% | -86.7% |
| All | -75.6% | -68.0% | -7.6% | -86.7% |
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