+113.5%
CSCO vs PATH
-80.1%
+193.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.7% | -3.9% | -7.3% |
| 7D | -11.9% | -5.6% | -6.3% | -11.4% |
| 30D | -18.8% | -0.7% | -18.2% | -18.8% |
| 3M | -21.2% | -5.9% | -15.4% | -21.2% |
| 6M | +1.9% | +21.6% | -19.7% | -1.0% |
| YTD | +26.1% | -20.6% | +46.7% | +26.9% |
| 1Y | +34.7% | -10.6% | +45.3% | +33.4% |
| 3Y | +94.0% | -24.9% | +118.9% | +88.9% |
| 5Y | +91.6% | -76.8% | +168.4% | +87.5% |
| All | +113.5% | -80.1% | +193.6% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling