+131.1%
CSCO vs PATH
-79.4%
+210.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.4% |
| 7D | -6.1% | -4.8% | -1.3% | -5.7% |
| 30D | -8.2% | +2.7% | -10.8% | -8.4% |
| 3M | -14.9% | -4.2% | -10.7% | -15.1% |
| 6M | +12.3% | +24.7% | -12.5% | +8.9% |
| YTD | +36.5% | -17.6% | +54.0% | +36.9% |
| 1Y | +45.4% | -5.3% | +50.7% | +43.2% |
| 3Y | +110.0% | -22.0% | +132.0% | +103.8% |
| 5Y | +107.2% | -76.5% | +183.7% | +102.1% |
| All | +131.1% | -79.4% | +210.4% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling