-81.1%
PATH vs CLSK
-66.7%
-14.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.5% | +12.8% | +0.2% |
| 7D | -5.6% | -30.7% | +25.1% | +1.8% |
| 30D | -0.7% | -53.8% | +53.1% | +17.5% |
| 3M | -5.9% | -57.9% | +52.1% | +11.9% |
| 6M | +21.6% | -57.6% | +79.2% | +39.3% |
| YTD | -20.6% | -43.9% | +23.3% | -19.1% |
| 1Y | -10.6% | -65.7% | +55.2% | +2.5% |
| 3Y | -24.9% | +27.6% | -52.5% | -57.1% |
| 5Y | -76.8% | -72.3% | -4.6% | -84.8% |
| All | -81.1% | -66.7% | -14.4% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling