-21.8%
PATH vs COF
+99.3%
-121.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -5.3% | -1.5% | -3.9% | -4.7% |
| 30D | -0.5% | +3.0% | -3.6% | -2.1% |
| 3M | -7.1% | -7.9% | +0.8% | -3.8% |
| 6M | +23.8% | +5.2% | +18.6% | +20.4% |
| YTD | -20.7% | -15.7% | -5.0% | -15.0% |
| 1Y | -8.1% | -5.5% | -2.6% | -7.2% |
| 3Y | -21.8% | +100.5% | -122.4% | -66.9% |
| All | -21.8% | +99.3% | -121.1% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling