-81.0%
PATH vs CMCSA
-40.7%
-40.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | -1.4% | +21.0% | -22.3% | -10.5% |
| 3M | -16.4% | -0.9% | -15.5% | -16.5% |
| 6M | +23.3% | +2.9% | +20.4% | +20.7% |
| YTD | -19.8% | -5.9% | -13.9% | -20.6% |
| 1Y | -8.6% | +2.5% | -11.0% | -14.5% |
| 3Y | -24.0% | -28.3% | +4.2% | -14.9% |
| 5Y | -77.1% | -40.8% | -36.3% | -72.8% |
| All | -81.0% | -40.7% | -40.3% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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