-80.8%
PATH vs COF
+65.1%
-145.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +2.1% | -3.4% | +5.4% | +4.1% |
| 30D | +1.6% | +0.4% | +1.2% | +1.1% |
| 3M | -20.4% | -12.5% | -7.9% | -14.4% |
| 6M | +40.1% | +8.3% | +31.8% | +32.8% |
| YTD | -19.0% | -18.6% | -0.5% | -10.7% |
| 1Y | -5.8% | -8.6% | +2.8% | -3.2% |
| 3Y | -22.9% | +94.7% | -117.6% | -54.2% |
| 5Y | -75.3% | +35.3% | -110.6% | -82.9% |
| All | -80.8% | +65.1% | -145.9% | -83.4% |
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