-78.0%
PATH vs CMCSA
-38.1%
-39.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.3% |
| 7D | -16.3% | -2.1% | -14.2% | -15.4% |
| 30D | +9.9% | +7.0% | +2.9% | +6.0% |
| 3M | +30.2% | +15.1% | +15.1% | +20.9% |
| 6M | +37.2% | -15.4% | +52.6% | +45.9% |
| YTD | -7.3% | -1.9% | -5.4% | -9.8% |
| 1Y | +40.0% | -12.7% | +52.7% | +45.5% |
| 3Y | -4.4% | -31.0% | +26.6% | +12.0% |
| 5Y | -76.0% | -46.1% | -29.9% | -70.9% |
| All | -78.0% | -38.1% | -39.8% | -74.7% |
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 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