+64.0%
CRWD vs ADVB
-74.4%
+138.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.8% | +5.3% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -16.9% | -61.4% | +44.5% | -15.6% |
| 3M | +6.6% | -67.8% | +74.4% | +8.4% |
| 6M | +73.2% | -66.9% | +140.1% | +70.8% |
| YTD | +95.1% | -64.9% | +159.9% | +82.9% |
| All | +64.0% | -74.4% | +138.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling