+410.0%
CAT vs CRWD
+1,266.3%
-856.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | -13.4% | +3.1% | -9.1% |
| 30D | -31.2% | -18.3% | -12.9% | -29.9% |
| 3M | -34.7% | +4.6% | -39.2% | -35.2% |
| 6M | -39.5% | +85.4% | -124.8% | -43.3% |
| YTD | -1.7% | +85.1% | -86.7% | -8.3% |
| 1Y | -1.1% | +62.9% | -64.0% | -6.6% |
| 3Y | +143.9% | +364.5% | -220.6% | +109.1% |
| 5Y | +194.8% | +217.3% | -22.5% | +153.5% |
| All | +410.0% | +1,266.3% | -856.3% | +268.1% |
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