+167.2%
BAC vs CRWD
+1,242.4%
-1,075.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | -0.4% | +1.5% | -1.9% | -1.0% |
| 3M | +16.9% | +18.5% | -1.6% | +14.0% |
| 6M | +26.6% | +109.1% | -82.5% | +15.1% |
| YTD | +15.8% | +81.8% | -66.1% | +6.7% |
| 1Y | +27.2% | +106.7% | -79.5% | +15.1% |
| 3Y | +132.4% | +428.7% | -296.3% | +87.9% |
| 5Y | +72.6% | +206.4% | -133.8% | +42.0% |
| All | +167.2% | +1,242.4% | -1,075.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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