+365.1%
CRWD vs PATH
-24.3%
+389.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.7% | -6.2% | -8.5% |
| 7D | -16.8% | -5.6% | -11.2% | -15.0% |
| 30D | -22.1% | -0.7% | -21.4% | -21.8% |
| 3M | +3.5% | -5.9% | +9.4% | +5.6% |
| 6M | +82.3% | +21.6% | +60.7% | +69.2% |
| YTD | +85.3% | -20.6% | +106.0% | +94.5% |
| 1Y | +62.7% | -10.6% | +73.2% | +61.7% |
| All | +365.1% | -24.3% | +389.5% | +384.1% |
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