-77.0%
PATH vs COPX
+119.7%
-196.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.6% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | -0.5% | -14.8% | +14.2% | +5.4% |
| 3M | -7.1% | -17.2% | +10.1% | -1.2% |
| 6M | +23.8% | -14.5% | +38.3% | +27.1% |
| YTD | -20.7% | -0.4% | -20.3% | -28.5% |
| 1Y | -8.1% | +21.9% | -29.9% | -26.7% |
| 3Y | -21.8% | +123.7% | -145.6% | -58.9% |
| All | -77.0% | +119.7% | -196.7% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling