-81.2%
PATH vs CIEN
+346.3%
-427.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -1.5% |
| 7D | -5.3% | -24.1% | +18.8% | +1.1% |
| 30D | -0.5% | -45.5% | +44.9% | +15.2% |
| 3M | -7.1% | -39.7% | +32.6% | +2.7% |
| 6M | +23.8% | -57.8% | +81.6% | +48.0% |
| YTD | -20.7% | +4.1% | -24.8% | -39.4% |
| 1Y | -8.1% | +20.8% | -28.9% | -35.7% |
| 3Y | -21.8% | +463.1% | -485.0% | -78.5% |
| 5Y | -76.8% | +302.3% | -379.1% | -92.4% |
| All | -81.2% | +346.3% | -427.5% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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