+313.0%
CRWD vs PATH
-80.1%
+393.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.7% | -6.2% | -8.4% |
| 7D | -16.8% | -5.6% | -11.2% | -14.8% |
| 30D | -22.1% | -0.7% | -21.4% | -21.8% |
| 3M | +3.5% | -5.9% | +9.4% | +5.5% |
| 6M | +82.3% | +21.6% | +60.7% | +66.1% |
| YTD | +85.3% | -20.6% | +106.0% | +97.3% |
| 1Y | +62.7% | -10.6% | +73.2% | +61.5% |
| 3Y | +361.5% | -24.9% | +386.4% | +339.4% |
| 5Y | +217.7% | -76.8% | +294.6% | +307.2% |
| All | +313.0% | -80.1% | +393.1% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling