+40.0%
PATH vs CLX
-20.9%
+60.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.8% |
| 7D | -16.3% | -9.2% | -7.1% | -17.5% |
| 30D | +9.9% | -11.0% | +21.0% | +8.0% |
| 3M | +30.2% | +5.0% | +25.1% | +34.1% |
| 6M | +37.2% | -18.8% | +56.0% | +27.2% |
| YTD | -7.3% | -4.4% | -2.9% | -8.4% |
| 1Y | +40.0% | -21.9% | +61.9% | +25.1% |
| All | +40.0% | -20.9% | +60.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling