-80.4%
PATH vs CTSH
-9.8%
-70.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +0.4% |
| 7D | -4.8% | -0.9% | -3.9% | -4.3% |
| 30D | +2.7% | +13.1% | -10.4% | -8.3% |
| 3M | -4.2% | +17.9% | -22.1% | -16.7% |
| 6M | +24.7% | +28.5% | -3.7% | -0.7% |
| YTD | -17.6% | -19.3% | +1.7% | -2.3% |
| 1Y | -5.3% | -7.6% | +2.3% | -0.5% |
| 3Y | -22.0% | +4.8% | -26.8% | -26.9% |
| 5Y | -76.5% | -9.9% | -66.6% | -74.2% |
| All | -80.4% | -9.8% | -70.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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