-81.2%
PATH vs CMCSA
-42.2%
-39.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +1.0% |
| 7D | -5.3% | +5.0% | -10.4% | -7.7% |
| 30D | -0.5% | +16.5% | -17.0% | -8.1% |
| 3M | -7.1% | -1.6% | -5.6% | -6.9% |
| 6M | +23.8% | -5.0% | +28.9% | +26.0% |
| YTD | -20.7% | -8.3% | -12.4% | -20.5% |
| 1Y | -8.1% | +0.4% | -8.5% | -13.2% |
| 3Y | -21.8% | -31.0% | +9.1% | -10.4% |
| 5Y | -76.8% | -42.5% | -34.3% | -72.1% |
| All | -81.2% | -42.2% | -39.0% | -77.7% |
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