+379.3%
CRWD vs PATH
-25.0%
+404.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.5% | +5.4% |
| 7D | -5.5% | -2.7% | -2.8% | -4.5% |
| 30D | -16.9% | -3.7% | -13.2% | -15.7% |
| 3M | +6.6% | -13.8% | +20.4% | +12.1% |
| 6M | +73.2% | +20.3% | +52.9% | +61.4% |
| YTD | +95.1% | -20.8% | +115.9% | +104.9% |
| 1Y | +69.4% | -9.2% | +78.6% | +67.6% |
| 3Y | +379.3% | -21.8% | +401.1% | +401.1% |
| All | +379.3% | -25.0% | +404.3% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling