-3.8%
CRM vs PATH
-80.0%
+76.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -8.6% | -1.1% | -7.5% | -8.2% |
| 3M | +12.7% | -14.2% | +26.9% | +18.3% |
| 6M | +27.6% | +30.9% | -3.3% | +16.1% |
| YTD | -17.3% | -20.1% | +2.8% | -12.6% |
| 1Y | -10.8% | -8.1% | -2.7% | -10.9% |
| 3Y | +3.8% | -24.3% | +28.1% | +3.3% |
| 5Y | -27.7% | -75.6% | +47.9% | -17.7% |
| All | -3.8% | -80.0% | +76.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling