-80.8%
PATH vs COPX
+104.5%
-185.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.2% |
| 7D | +2.1% | -2.8% | +4.9% | +3.0% |
| 30D | +1.6% | -14.3% | +15.9% | +7.3% |
| 3M | -20.4% | -19.0% | -1.4% | -14.8% |
| 6M | +40.1% | -24.4% | +64.5% | +51.8% |
| YTD | -19.0% | -3.2% | -15.8% | -25.9% |
| 1Y | -5.8% | +15.2% | -21.0% | -21.9% |
| 3Y | -22.9% | +127.6% | -150.6% | -58.2% |
| 5Y | -75.3% | +106.0% | -181.3% | -85.7% |
| All | -80.8% | +104.5% | -185.2% | -88.6% |
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