-5.3%
PATH vs COPX
+31.7%
-37.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +3.0% |
| 7D | -4.8% | -3.0% | -1.8% | -4.9% |
| 30D | +2.7% | -13.6% | +16.3% | +2.1% |
| 3M | -4.2% | -11.2% | +7.0% | -4.6% |
| 6M | +24.7% | -2.4% | +27.1% | +25.0% |
| YTD | -17.6% | +4.2% | -21.8% | -20.4% |
| 1Y | -5.3% | +32.2% | -37.5% | -19.1% |
| All | -5.3% | +31.7% | -37.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling