+641.3%
CAT vs CRWD
+1,242.4%
-601.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | -2.4% | +4.1% | +1.9% |
| 30D | -6.6% | +1.5% | -8.1% | -7.0% |
| 3M | -13.3% | +18.5% | -31.8% | -15.0% |
| 6M | +11.6% | +109.1% | -97.5% | +3.2% |
| YTD | +42.9% | +81.8% | -38.9% | +33.7% |
| 1Y | +95.4% | +106.7% | -11.2% | +80.4% |
| 3Y | +196.6% | +428.7% | -232.1% | +152.4% |
| 5Y | +321.7% | +206.4% | +115.3% | +263.6% |
| All | +641.3% | +1,242.4% | -601.0% | +436.3% |
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