+218.9%
CRWD vs A
-16.6%
+235.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -2.8% | -4.6% | +1.7% | -0.5% |
| 30D | -5.9% | -4.3% | -1.6% | -3.8% |
| 3M | +29.0% | +8.9% | +20.0% | +22.6% |
| 6M | +91.5% | +24.5% | +67.0% | +67.2% |
| YTD | +78.2% | +5.8% | +72.4% | +70.3% |
| 1Y | +96.6% | +16.2% | +80.4% | +76.7% |
| 3Y | +397.0% | +28.5% | +368.6% | +287.7% |
| 5Y | +218.9% | -16.3% | +235.2% | +262.9% |
| All | +218.9% | -16.6% | +235.4% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling