-81.1%
PATH vs CMCSA
-40.8%
-40.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -5.6% | +12.0% | -17.6% | -10.8% |
| 30D | -0.7% | +17.5% | -18.2% | -8.6% |
| 3M | -5.9% | +2.4% | -8.2% | -7.4% |
| 6M | +21.6% | -2.9% | +24.5% | +22.4% |
| YTD | -20.6% | -6.2% | -14.5% | -21.3% |
| 1Y | -10.6% | +0.4% | -11.0% | -15.3% |
| 3Y | -24.9% | -30.6% | +5.7% | -13.6% |
| 5Y | -76.8% | -41.2% | -35.6% | -72.3% |
| All | -81.1% | -40.8% | -40.3% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling