-21.8%
PATH vs COO
-24.0%
+2.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -5.6% | +5.3% | -10.8% | -7.1% |
| 30D | -0.7% | +12.5% | -13.2% | -4.3% |
| 3M | -5.9% | -15.1% | +9.3% | -1.0% |
| 6M | +21.6% | +3.7% | +17.9% | +18.8% |
| YTD | -20.6% | -22.5% | +1.9% | -13.4% |
| 1Y | -10.6% | -7.8% | -2.8% | -8.9% |
| All | -21.8% | -24.0% | +2.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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