-5.6%
CRM vs PATH
-80.2%
+74.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -6.8% | -5.3% | -1.5% | -5.0% |
| 30D | -4.9% | -0.5% | -4.3% | -4.7% |
| 3M | +14.6% | -7.1% | +21.7% | +17.1% |
| 6M | +18.4% | +23.8% | -5.4% | +9.7% |
| YTD | -18.8% | -20.7% | +1.9% | -13.9% |
| 1Y | -10.0% | -8.1% | -1.9% | -10.0% |
| 3Y | +5.0% | -21.8% | +26.8% | +3.5% |
| 5Y | -29.1% | -76.8% | +47.7% | -18.9% |
| All | -5.6% | -80.2% | +74.6% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling