-10.3%
CRM vs PATH
-10.8%
+0.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.0% | -2.7% | -2.3% | -3.7% |
| 30D | -6.2% | -3.7% | -2.5% | -4.6% |
| 3M | +11.7% | -13.8% | +25.5% | +18.7% |
| 6M | +18.7% | +20.3% | -1.6% | +8.5% |
| YTD | -18.3% | -20.8% | +2.5% | -16.8% |
| All | -10.3% | -10.8% | +0.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling