+225.5%
CRWD vs AA
+1.1%
+224.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.0% | -3.4% | +0.4% | -2.2% |
| 30D | -6.8% | -5.8% | -1.0% | -5.6% |
| 3M | +19.6% | -29.9% | +49.5% | +29.5% |
| 6M | +87.1% | -27.0% | +114.1% | +98.8% |
| YTD | +76.4% | -8.7% | +85.1% | +75.4% |
| 1Y | +90.8% | +50.6% | +40.2% | +65.0% |
| 3Y | +380.0% | +74.1% | +305.9% | +277.7% |
| All | +225.5% | +1.1% | +224.5% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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