+1,348.4%
CRWD vs A
+120.9%
+1,227.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | +0.1% |
| 7D | -2.3% | -2.1% | -0.3% | -1.2% |
| 30D | -2.1% | +0.6% | -2.7% | -2.5% |
| 3M | +27.5% | +10.9% | +16.6% | +18.8% |
| 6M | +95.8% | +28.2% | +67.7% | +64.5% |
| YTD | +79.2% | +8.6% | +70.6% | +66.8% |
| 1Y | +96.3% | +15.5% | +80.7% | +74.1% |
| 3Y | +399.8% | +31.8% | +368.0% | +275.7% |
| 5Y | +216.7% | -14.9% | +231.6% | +229.7% |
| All | +1,348.4% | +120.9% | +1,227.5% | +643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling