+93.0%
CSCO vs PATH
-24.3%
+117.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.3% |
| 6M | +1.9% | +21.6% | -19.7% | -1.0% |
| YTD | +26.1% | -20.6% | +46.7% | +27.0% |
| 1Y | +34.7% | -10.6% | +45.3% | +33.3% |
| All | +93.0% | -24.3% | +117.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling