-77.1%
PATH vs COPX
+127.6%
-204.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -1.4% | -14.0% | +12.6% | +4.2% |
| 3M | -16.4% | -17.1% | +0.7% | -11.2% |
| 6M | +23.3% | -15.9% | +39.2% | +27.8% |
| YTD | -19.8% | +2.6% | -22.4% | -28.7% |
| 1Y | -8.6% | +21.6% | -30.2% | -26.6% |
| 3Y | -24.0% | +142.7% | -166.7% | -61.8% |
| 5Y | -77.1% | +122.2% | -199.4% | -87.3% |
| All | -77.1% | +127.6% | -204.7% | -87.3% |
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