-81.2%
PATH vs COPX
+122.2%
-203.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -2.3% |
| 7D | -2.7% | +3.3% | -6.0% | -4.0% |
| 30D | -3.7% | -12.2% | +8.5% | +0.8% |
| 3M | -13.8% | -14.5% | +0.8% | -9.5% |
| 6M | +20.3% | -12.2% | +32.5% | +22.5% |
| YTD | -20.8% | +5.2% | -26.0% | -29.7% |
| 1Y | -9.2% | +27.0% | -36.2% | -27.6% |
| 3Y | -21.8% | +149.1% | -170.9% | -59.0% |
| 5Y | -77.4% | +132.1% | -209.5% | -87.4% |
| All | -81.2% | +122.2% | -203.4% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling