-8.6%
PATH vs COPX
+24.1%
-32.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | 0.0% |
| 7D | -2.7% | +3.3% | -6.0% | -2.6% |
| 30D | -3.7% | -12.2% | +8.5% | -4.2% |
| 3M | -13.8% | -14.5% | +0.8% | -14.3% |
| 6M | +20.3% | -12.2% | +32.5% | +20.0% |
| YTD | -20.8% | +5.2% | -26.0% | -23.7% |
| All | -8.6% | +24.1% | -32.7% | -17.4% |
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