-77.0%
PATH vs COF
+40.9%
-117.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -5.3% | -1.5% | -3.9% | -4.6% |
| 30D | -0.5% | +3.0% | -3.6% | -2.6% |
| 3M | -7.1% | -7.9% | +0.8% | -2.8% |
| 6M | +23.8% | +5.2% | +18.6% | +19.1% |
| YTD | -20.7% | -15.7% | -5.0% | -13.8% |
| 1Y | -8.1% | -5.5% | -2.6% | -7.3% |
| 3Y | -21.8% | +100.5% | -122.4% | -57.1% |
| All | -77.0% | +40.9% | -117.9% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling