-75.9%
PATH vs CIEN
+343.7%
-419.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.3% | +12.2% | +5.4% |
| 7D | -4.8% | -25.0% | +20.3% | +2.5% |
| 30D | +2.7% | -30.1% | +32.8% | +11.4% |
| 3M | -4.2% | -33.8% | +29.6% | +4.0% |
| 6M | +24.7% | -49.4% | +74.2% | +41.9% |
| YTD | -17.6% | +16.4% | -34.0% | -39.5% |
| 1Y | -5.3% | +48.9% | -54.2% | -39.9% |
| 3Y | -22.0% | +520.1% | -542.1% | -80.7% |
| All | -75.9% | +343.7% | -419.7% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling