+88.1%
CSCO vs PATH
-76.8%
+164.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -10.2% | -5.3% | -4.9% | -9.7% |
| 30D | -20.1% | -0.5% | -19.5% | -20.0% |
| 3M | -22.4% | -7.1% | -15.2% | -22.3% |
| 6M | +2.8% | +23.8% | -21.0% | -0.5% |
| YTD | +23.6% | -20.7% | +44.3% | +24.5% |
| 1Y | +34.0% | -8.1% | +42.1% | +32.2% |
| 3Y | +89.3% | -21.8% | +111.1% | +82.9% |
| All | +88.1% | -76.8% | +164.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling