-78.0%
PATH vs CLX
-42.7%
-35.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.5% |
| 7D | -16.3% | -9.2% | -7.1% | -15.4% |
| 30D | +9.9% | -11.0% | +21.0% | +11.4% |
| 3M | +30.2% | +5.0% | +25.1% | +29.8% |
| 6M | +37.2% | -18.8% | +56.0% | +40.5% |
| YTD | -7.3% | -4.4% | -2.9% | -7.9% |
| 1Y | +40.0% | -21.9% | +61.9% | +43.9% |
| 3Y | -4.4% | -32.8% | +28.4% | -0.5% |
| 5Y | -76.0% | -34.6% | -41.5% | -76.7% |
| All | -78.0% | -42.7% | -35.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling