-78.0%
PATH vs CLSK
-25.7%
-52.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -16.8% |
| 7D | -16.3% | +8.8% | -25.1% | -18.2% |
| 30D | +9.9% | -6.0% | +15.9% | +10.4% |
| 3M | +30.2% | -24.4% | +54.5% | +34.2% |
| 6M | +37.2% | +19.0% | +18.2% | +23.3% |
| YTD | -7.3% | +25.4% | -32.7% | -20.2% |
| 1Y | +40.0% | +39.8% | +0.2% | +14.2% |
| 3Y | -4.4% | +177.7% | -182.1% | -54.0% |
| 5Y | -76.0% | -11.0% | -65.0% | -87.5% |
| All | -78.0% | -25.7% | -52.3% | -88.0% |
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