-81.2%
PATH vs CLSK
-63.9%
-17.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.5% | -2.1% |
| 7D | -5.3% | -19.7% | +14.4% | -1.5% |
| 30D | -0.5% | -46.5% | +46.0% | +13.6% |
| 3M | -7.1% | -51.7% | +44.5% | +6.7% |
| 6M | +23.8% | -57.5% | +81.3% | +42.1% |
| YTD | -20.7% | -39.1% | +18.4% | -20.8% |
| 1Y | -8.1% | -60.0% | +51.9% | +1.2% |
| 3Y | -21.8% | +42.9% | -64.8% | -56.7% |
| 5Y | -76.8% | -69.9% | -6.9% | -85.1% |
| All | -81.2% | -63.9% | -17.2% | -88.1% |
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