-77.0%
PATH vs COP
+113.7%
-190.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.3% | -11.5% | +6.2% | -3.5% |
| 30D | -0.5% | +5.0% | -5.5% | -1.5% |
| 3M | -7.1% | +17.5% | -24.6% | -9.9% |
| 6M | +23.8% | +16.2% | +7.6% | +20.0% |
| YTD | -20.7% | +48.8% | -69.5% | -27.2% |
| 1Y | -8.1% | +64.1% | -72.2% | -17.4% |
| 3Y | -21.8% | +25.7% | -47.5% | -27.0% |
| All | -77.0% | +113.7% | -190.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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