+63.9%
CSCO vs PATH
+39.0%
+25.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.6% | +17.2% | +0.8% |
| 7D | -0.7% | -16.3% | +15.6% | -0.4% |
| 30D | -10.1% | +9.9% | -20.0% | -10.5% |
| 3M | -15.7% | +30.2% | -45.8% | -16.5% |
| 6M | +36.3% | +37.2% | -0.9% | +34.0% |
| YTD | +43.8% | -7.3% | +51.2% | +43.3% |
| 1Y | +63.9% | +40.0% | +23.9% | +61.3% |
| All | +63.9% | +39.0% | +25.0% | +61.3% |
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