-5.0%
CRM vs PATH
-80.2%
+75.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.0% | -2.7% | -2.3% | -4.1% |
| 30D | -6.2% | -3.7% | -2.5% | -5.0% |
| 3M | +11.7% | -13.8% | +25.5% | +17.1% |
| 6M | +18.7% | +20.3% | -1.6% | +11.0% |
| YTD | -18.3% | -20.8% | +2.5% | -13.4% |
| 1Y | -9.6% | -9.2% | -0.4% | -9.3% |
| 3Y | +4.3% | -21.8% | +26.1% | +2.8% |
| 5Y | -29.3% | -77.4% | +48.1% | -18.8% |
| All | -5.0% | -80.2% | +75.2% | +9.2% |
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