+113.3%
CSCO vs PATH
-76.4%
+189.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.6% | +17.2% | +2.1% |
| 7D | -0.7% | -16.3% | +15.6% | +0.8% |
| 30D | -10.1% | +9.9% | -20.0% | -11.3% |
| 3M | -15.7% | +30.2% | -45.8% | -18.3% |
| 6M | +36.3% | +37.2% | -0.9% | +30.5% |
| YTD | +43.8% | -7.3% | +51.2% | +42.9% |
| 1Y | +63.9% | +40.0% | +23.9% | +53.9% |
| 3Y | +104.4% | -4.4% | +108.8% | +93.6% |
| All | +113.3% | -76.4% | +189.7% | +106.6% |
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