+415.3%
CRWD vs PATH
-3.6%
+418.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.8% | +5.0% |
| 7D | -2.4% | -16.3% | +13.9% | +3.3% |
| 30D | +1.5% | +9.9% | -8.4% | -1.9% |
| 3M | +18.5% | +30.2% | -11.6% | +7.5% |
| 6M | +109.1% | +37.2% | +71.9% | +85.3% |
| YTD | +81.8% | -7.3% | +89.2% | +80.8% |
| 1Y | +106.7% | +40.0% | +66.7% | +69.7% |
| All | +415.3% | -3.6% | +418.8% | +360.6% |
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 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