-25.8%
PATH vs CMCSA
-27.6%
+1.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -2.3% | +4.6% | -6.8% | -3.4% |
| 30D | -4.8% | +19.8% | -24.6% | -9.1% |
| 3M | -17.7% | -0.3% | -17.4% | -17.9% |
| 6M | +18.9% | +0.3% | +18.6% | +18.0% |
| YTD | -21.7% | -6.9% | -14.8% | -22.8% |
| 1Y | -9.6% | +2.6% | -12.2% | -13.8% |
| 3Y | -25.8% | -29.0% | +3.2% | -23.3% |
| All | -25.8% | -27.6% | +1.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling