+305.2%
CRWD vs PATH
-76.8%
+382.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.8% | +5.8% |
| 7D | -2.4% | -16.3% | +13.9% | +4.2% |
| 30D | +1.5% | +9.9% | -8.4% | -2.7% |
| 3M | +18.5% | +30.2% | -11.6% | +5.4% |
| 6M | +109.1% | +37.2% | +71.9% | +80.7% |
| YTD | +81.8% | -7.3% | +89.2% | +81.9% |
| 1Y | +106.7% | +40.0% | +66.7% | +65.1% |
| 3Y | +428.7% | -4.4% | +433.1% | +351.1% |
| 5Y | +206.4% | -76.0% | +282.4% | +281.4% |
| All | +305.2% | -76.8% | +382.0% | +403.5% |
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