-81.2%
PATH vs CLX
-37.6%
-43.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -5.3% | +13.6% | -18.9% | -6.9% |
| 30D | -0.5% | +23.4% | -23.9% | -3.3% |
| 3M | -7.1% | -2.8% | -4.3% | -7.0% |
| 6M | +23.8% | +14.0% | +9.8% | +21.9% |
| YTD | -20.7% | +4.2% | -24.9% | -22.1% |
| 1Y | -8.1% | -1.2% | -6.9% | -8.9% |
| 3Y | -21.8% | -12.7% | -9.1% | -21.7% |
| 5Y | -76.8% | -26.5% | -50.4% | -77.6% |
| All | -81.2% | -37.6% | -43.6% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling