-8.1%
PATH vs COF
-7.4%
-0.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -5.3% | -1.5% | -3.9% | -4.9% |
| 30D | -0.5% | +3.0% | -3.6% | -1.8% |
| 3M | -7.1% | -7.9% | +0.8% | -4.5% |
| 6M | +23.8% | +5.2% | +18.6% | +21.8% |
| YTD | -20.7% | -15.7% | -5.0% | -16.7% |
| 1Y | -8.1% | -5.5% | -2.6% | -12.8% |
| All | -8.1% | -7.4% | -0.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling