-81.0%
PATH vs COF
+66.8%
-147.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | -2.7% | -4.5% | +1.7% | -0.2% |
| 30D | -1.4% | -2.0% | +0.7% | -0.5% |
| 3M | -16.4% | -9.7% | -6.7% | -11.7% |
| 6M | +23.3% | +8.0% | +15.3% | +17.1% |
| YTD | -19.8% | -17.7% | -2.1% | -12.1% |
| 1Y | -8.6% | -9.3% | +0.8% | -5.5% |
| 3Y | -24.0% | +96.3% | -120.3% | -55.0% |
| 5Y | -77.1% | +37.0% | -114.1% | -84.3% |
| All | -81.0% | +66.8% | -147.8% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling