+206.6%
CRWD vs PATH
-76.8%
+283.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -13.4% | -5.3% | -8.1% | -11.3% |
| 30D | -18.3% | -0.5% | -17.8% | -18.0% |
| 3M | +4.6% | -7.1% | +11.7% | +7.3% |
| 6M | +85.4% | +23.8% | +61.5% | +67.1% |
| YTD | +85.1% | -20.7% | +105.8% | +97.3% |
| 1Y | +62.9% | -8.1% | +71.0% | +59.6% |
| 3Y | +364.5% | -21.8% | +386.3% | +330.9% |
| All | +206.6% | -76.8% | +283.4% | +338.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling