+96.3%
CRWD vs ADVB
+10.9%
+85.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | -2.3% | -14.0% | +11.6% | -2.2% |
| 30D | -2.1% | +41.0% | -43.0% | -2.4% |
| 3M | +27.5% | +127.9% | -100.4% | +23.2% |
| 6M | +95.8% | +101.3% | -5.5% | +84.9% |
| YTD | +79.2% | +53.8% | +25.4% | +69.4% |
| 1Y | +96.3% | +4.4% | +91.8% | +83.9% |
| All | +96.3% | +10.9% | +85.4% | +83.9% |
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