-78.0%
PATH vs COF
+85.9%
-163.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.4% |
| 7D | -16.3% | +1.8% | -18.1% | -17.2% |
| 30D | +9.9% | -0.6% | +10.5% | +10.1% |
| 3M | +30.2% | +20.3% | +9.9% | +16.7% |
| 6M | +37.2% | +13.0% | +24.2% | +26.5% |
| YTD | -7.3% | -8.3% | +1.0% | -4.2% |
| 1Y | +40.0% | -1.5% | +41.5% | +37.5% |
| 3Y | -4.4% | +122.3% | -126.7% | -47.4% |
| 5Y | -76.0% | +52.5% | -128.5% | -84.4% |
| All | -78.0% | +85.9% | -163.8% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling