+329.3%
CRWD vs PATH
-80.4%
+409.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | -7.7% | -2.3% | -5.4% | -6.8% |
| 30D | -17.9% | -4.8% | -13.1% | -16.2% |
| 3M | +0.3% | -17.7% | +18.0% | +7.9% |
| 6M | +71.1% | +18.9% | +52.2% | +57.2% |
| YTD | +92.6% | -21.7% | +114.4% | +106.2% |
| 1Y | +62.0% | -9.6% | +71.6% | +60.1% |
| 3Y | +360.0% | -25.8% | +385.8% | +340.4% |
| 5Y | +220.7% | -77.1% | +297.8% | +312.9% |
| All | +329.3% | -80.4% | +409.7% | +470.6% |
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