-27.3%
CRM vs PATH
-75.6%
+48.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.0% | +2.1% | -0.1% | +1.2% |
| 30D | -7.7% | +1.6% | -9.3% | -8.2% |
| 3M | +8.4% | -20.4% | +28.8% | +17.3% |
| 6M | +31.9% | +40.1% | -8.2% | +16.2% |
| YTD | -17.2% | -19.0% | +1.8% | -12.6% |
| 1Y | -8.6% | -5.8% | -2.8% | -9.6% |
| 3Y | +3.1% | -22.9% | +26.1% | +1.3% |
| All | -27.3% | -75.6% | +48.2% | +0.8% |
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