-81.1%
PATH vs COF
+72.5%
-153.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | -5.6% | -2.3% | -3.2% | -4.4% |
| 30D | -0.7% | +4.1% | -4.8% | -3.2% |
| 3M | -5.9% | -7.7% | +1.8% | -1.9% |
| 6M | +21.6% | +8.3% | +13.3% | +15.3% |
| YTD | -20.6% | -14.9% | -5.7% | -14.6% |
| 1Y | -10.6% | -6.5% | -4.1% | -9.2% |
| 3Y | -24.9% | +100.8% | -125.7% | -56.0% |
| 5Y | -76.8% | +43.7% | -120.6% | -84.4% |
| All | -81.1% | +72.5% | -153.7% | -84.1% |
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