-81.2%
PATH vs COPX
+110.4%
-191.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | +23.8% | -14.5% | +38.3% | +27.1% |
| YTD | -20.7% | -0.4% | -20.3% | -28.1% |
| 1Y | -8.1% | +21.9% | -29.9% | -25.7% |
| 3Y | -21.8% | +123.7% | -145.6% | -56.9% |
| 5Y | -76.8% | +121.8% | -198.7% | -86.9% |
| All | -81.2% | +110.4% | -191.6% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling