+447.9%
CAT vs CRWD
+1,327.5%
-879.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +7.4% | +4.5% | +3.0% | +7.0% |
| 30D | -19.7% | -9.1% | -10.6% | -19.0% |
| 3M | -29.6% | +0.5% | -30.1% | -29.9% |
| 6M | -33.2% | +61.1% | -94.3% | -36.5% |
| YTD | +5.7% | +93.4% | -87.7% | -1.8% |
| 1Y | +9.3% | +71.1% | -61.7% | +2.8% |
| 3Y | +158.3% | +351.1% | -192.7% | +121.8% |
| 5Y | +211.6% | +218.8% | -7.2% | +167.4% |
| All | +447.9% | +1,327.5% | -879.5% | +293.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling