-75.7%
PATH vs COP
+186.8%
-262.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.6% | -16.4% |
| 7D | -16.3% | +3.0% | -19.3% | -16.7% |
| 30D | +9.9% | +17.5% | -7.6% | +6.8% |
| 3M | +30.2% | +13.4% | +16.8% | +27.0% |
| 6M | +37.2% | +17.7% | +19.5% | +32.7% |
| YTD | -7.3% | +46.6% | -53.9% | -14.6% |
| 1Y | +40.0% | +44.6% | -4.6% | +29.1% |
| 3Y | -4.4% | +20.7% | -25.1% | -10.1% |
| All | -75.7% | +186.8% | -262.5% | -81.0% |
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