-81.1%
PATH vs CIEN
+323.3%
-404.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.2% | +11.5% | +0.3% |
| 7D | -5.6% | -34.0% | +28.4% | +4.5% |
| 30D | -0.7% | -48.0% | +47.3% | +16.5% |
| 3M | -5.9% | -43.5% | +37.7% | +6.0% |
| 6M | +21.6% | -57.6% | +79.2% | +44.3% |
| YTD | -20.6% | -1.3% | -19.3% | -38.5% |
| 1Y | -10.6% | +17.9% | -28.5% | -37.4% |
| 3Y | -24.9% | +425.8% | -450.6% | -78.8% |
| 5Y | -76.8% | +281.5% | -358.3% | -92.2% |
| All | -81.1% | +323.3% | -404.4% | -93.7% |
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