+330.9%
CRWD vs PATH
-79.7%
+410.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | +4.5% | +2.1% | +2.4% | +3.6% |
| 30D | -9.1% | +1.6% | -10.7% | -9.6% |
| 3M | +0.5% | -20.4% | +20.9% | +9.8% |
| 6M | +61.1% | +40.1% | +21.0% | +39.0% |
| YTD | +93.4% | -19.0% | +112.4% | +104.1% |
| 1Y | +71.1% | -5.8% | +76.9% | +66.3% |
| 3Y | +351.1% | -22.9% | +374.0% | +325.0% |
| 5Y | +218.8% | -75.3% | +294.1% | +300.6% |
| All | +330.9% | -79.7% | +410.6% | +464.9% |
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