-21.8%
PATH vs CIEN
+426.2%
-448.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.2% | +11.5% | -1.5% |
| 7D | -5.6% | -34.0% | +28.4% | -0.1% |
| 30D | -0.7% | -48.0% | +47.3% | +8.5% |
| 3M | -5.9% | -43.5% | +37.7% | +0.9% |
| 6M | +21.6% | -57.6% | +79.2% | +34.8% |
| YTD | -20.6% | -1.3% | -19.3% | -35.6% |
| 1Y | -10.6% | +17.9% | -28.5% | -33.1% |
| All | -21.8% | +426.2% | -448.0% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling