-80.4%
PATH vs CMCSA
-41.1%
-39.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +0.5% |
| 7D | -4.8% | +15.2% | -20.0% | -11.4% |
| 30D | +2.7% | +17.0% | -14.3% | -5.3% |
| 3M | -4.2% | +1.2% | -5.4% | -5.3% |
| 6M | +24.7% | -5.5% | +30.2% | +27.3% |
| YTD | -17.6% | -6.5% | -11.0% | -18.1% |
| 1Y | -5.3% | +1.8% | -7.1% | -11.1% |
| 3Y | -22.0% | -30.8% | +8.8% | -10.1% |
| 5Y | -76.5% | -40.2% | -36.3% | -72.2% |
| All | -80.4% | -41.1% | -39.4% | -77.1% |
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