-81.0%
PATH vs CLX
-32.4%
-48.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.7% | +8.5% | -7.8% | -0.4% |
| 30D | -1.1% | +30.0% | -31.1% | -4.5% |
| 3M | -14.2% | +3.8% | -17.9% | -14.8% |
| 6M | +30.9% | +24.6% | +6.2% | +27.4% |
| YTD | -20.1% | +12.8% | -32.8% | -22.3% |
| 1Y | -8.1% | +8.6% | -16.7% | -10.1% |
| 3Y | -24.3% | -8.6% | -15.6% | -24.5% |
| 5Y | -75.6% | -21.8% | -53.8% | -76.8% |
| All | -81.0% | -32.4% | -48.6% | -82.7% |
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