+433.7%
CAT vs CRWD
+1,322.1%
-888.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -6.3% | -7.7% | +1.4% | -5.6% |
| 30D | -26.8% | -17.9% | -8.9% | -25.5% |
| 3M | -30.0% | +0.3% | -30.3% | -30.3% |
| 6M | -34.6% | +71.1% | -105.7% | -38.2% |
| YTD | +2.9% | +92.6% | -89.7% | -4.4% |
| 1Y | +3.3% | +62.0% | -58.7% | -2.4% |
| 3Y | +153.7% | +360.0% | -206.3% | +117.5% |
| 5Y | +207.3% | +220.7% | -13.4% | +163.6% |
| All | +433.7% | +1,322.1% | -888.4% | +283.8% |
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