-5.8%
PATH vs COPX
+11.4%
-17.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.2% |
| 7D | +2.1% | -2.8% | +4.9% | +2.0% |
| 30D | +1.6% | -14.3% | +15.9% | +1.1% |
| 3M | -20.4% | -19.0% | -1.4% | -21.0% |
| 6M | +40.1% | -24.4% | +64.5% | +38.8% |
| YTD | -19.0% | -3.2% | -15.8% | -22.2% |
| 1Y | -5.8% | +15.2% | -21.0% | -15.9% |
| All | -5.8% | +11.4% | -17.2% | -15.9% |
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