-77.1%
PATH vs CIEN
+348.8%
-425.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -2.3% | -9.3% | +7.0% | -0.4% |
| 30D | -4.8% | -39.5% | +34.7% | +7.5% |
| 3M | -17.7% | -29.8% | +12.1% | -12.6% |
| 6M | +18.9% | -50.4% | +69.3% | +36.1% |
| YTD | -21.7% | +16.3% | -38.1% | -42.8% |
| 1Y | -9.6% | +30.4% | -40.0% | -38.7% |
| 3Y | -25.8% | +516.6% | -542.4% | -81.7% |
| 5Y | -77.1% | +349.8% | -426.8% | -92.9% |
| All | -77.1% | +348.8% | -425.9% | -92.9% |
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