-77.1%
PATH vs COF
+37.6%
-114.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.3% |
| 7D | -2.3% | -6.2% | +3.9% | +1.5% |
| 30D | -4.8% | -1.7% | -3.1% | -4.1% |
| 3M | -17.7% | -10.2% | -7.5% | -12.5% |
| 6M | +18.9% | +4.2% | +14.7% | +15.0% |
| YTD | -21.7% | -18.2% | -3.5% | -13.3% |
| 1Y | -9.6% | -9.7% | +0.1% | -6.3% |
| 3Y | -25.8% | +95.0% | -120.9% | -58.7% |
| 5Y | -77.1% | +36.8% | -113.9% | -84.5% |
| All | -77.1% | +37.6% | -114.6% | -84.5% |
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