-0.6%
CRM vs PATH
-76.4%
+75.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.6% | +14.7% | +4.1% |
| 7D | +1.3% | -16.3% | +17.6% | +7.3% |
| 30D | +34.3% | +9.9% | +24.4% | +29.4% |
| 3M | +37.7% | +30.2% | +7.5% | +24.6% |
| 6M | +34.9% | +37.2% | -2.3% | +19.5% |
| YTD | -1.6% | -7.3% | +5.7% | -1.0% |
| 1Y | +7.1% | +40.0% | -32.9% | -9.9% |
| 3Y | +19.0% | -4.4% | +23.4% | +8.0% |
| All | -0.6% | -76.4% | +75.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling