-29.8%
CRM vs PATH
-76.8%
+47.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -6.8% | -5.3% | -1.5% | -4.9% |
| 30D | -4.9% | -0.5% | -4.3% | -4.7% |
| 3M | +14.6% | -7.1% | +21.7% | +17.2% |
| 6M | +18.4% | +23.8% | -5.4% | +9.0% |
| YTD | -18.8% | -20.7% | +1.9% | -13.7% |
| 1Y | -10.0% | -8.1% | -1.9% | -10.1% |
| 3Y | +5.0% | -21.8% | +26.8% | +2.7% |
| All | -29.8% | -76.8% | +47.0% | -1.7% |
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