-6.1%
PATH vs COPX
+150.7%
-156.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.4% |
| 7D | -16.3% | -4.0% | -12.3% | -15.3% |
| 30D | +9.9% | +4.5% | +5.4% | +8.5% |
| 3M | +30.2% | +0.8% | +29.3% | +29.2% |
| 6M | +37.2% | +3.2% | +34.0% | +33.4% |
| YTD | -7.3% | +26.7% | -34.0% | -20.4% |
| 1Y | +40.0% | +85.7% | -45.7% | -2.0% |
| All | -6.1% | +150.7% | -156.8% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling