+45.9%
CSCO vs PATH
-10.3%
+56.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | -6.1% | -4.8% | -1.3% | -6.0% |
| 30D | -8.2% | +2.7% | -10.8% | -8.2% |
| 3M | -14.6% | -4.2% | -10.4% | -14.7% |
| 6M | +12.7% | +24.7% | -12.0% | +11.2% |
| YTD | +37.0% | -17.6% | +54.6% | +36.2% |
| 1Y | +45.9% | -5.3% | +51.2% | +43.9% |
| All | +45.9% | -10.3% | +56.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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