+66.6%
CRM vs CRWD
+1,202.3%
-1,135.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.3% |
| 7D | -4.4% | -3.0% | -1.5% | -3.4% |
| 30D | +28.1% | -6.8% | +34.9% | +31.0% |
| 3M | +48.8% | +19.6% | +29.2% | +38.5% |
| 6M | +28.3% | +87.1% | -58.8% | +2.0% |
| YTD | -6.0% | +76.4% | -82.4% | -24.1% |
| 1Y | +1.4% | +90.8% | -89.4% | -20.7% |
| 3Y | +11.8% | +380.0% | -368.1% | -37.9% |
| 5Y | -2.0% | +215.6% | -217.7% | -41.8% |
| All | +66.6% | +1,202.3% | -1,135.7% | -38.1% |
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