+312.4%
CRWD vs PATH
-80.2%
+392.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -13.4% | -5.3% | -8.1% | -11.4% |
| 30D | -18.3% | -0.5% | -17.8% | -18.0% |
| 3M | +4.6% | -7.1% | +11.7% | +7.2% |
| 6M | +85.4% | +23.8% | +61.5% | +67.6% |
| YTD | +85.1% | -20.7% | +105.8% | +97.1% |
| 1Y | +62.9% | -8.1% | +71.0% | +59.9% |
| 3Y | +364.5% | -21.8% | +386.3% | +334.5% |
| 5Y | +217.3% | -76.8% | +294.1% | +306.7% |
| All | +312.4% | -80.2% | +392.6% | +445.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling