-18.8%
PATH vs CLX
-10.9%
-7.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.6% |
| 7D | -4.8% | +14.2% | -19.0% | -5.5% |
| 30D | +2.7% | +22.7% | -20.0% | +1.4% |
| 3M | -4.2% | -2.8% | -1.4% | -4.6% |
| 6M | +24.7% | +17.7% | +7.1% | +25.2% |
| YTD | -17.6% | +3.3% | -20.9% | -19.0% |
| 1Y | -5.3% | -5.6% | +0.3% | -6.0% |
| All | -18.8% | -10.9% | -7.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling