-25.8%
PATH vs COPX
+141.3%
-167.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -4.8% | -15.0% | +10.2% | -1.0% |
| 3M | -17.7% | -18.6% | +0.9% | -13.9% |
| 6M | +18.9% | -14.9% | +33.9% | +21.5% |
| YTD | -21.7% | +1.8% | -23.6% | -29.2% |
| 1Y | -9.6% | +19.7% | -29.3% | -25.2% |
| 3Y | -25.8% | +140.9% | -166.7% | -69.7% |
| All | -25.8% | +141.3% | -167.2% | -69.7% |
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