+225.5%
CRWD vs AG
+63.6%
+161.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -3.0% | -6.7% | +3.7% | -2.0% |
| 30D | -6.8% | +2.2% | -9.0% | -7.4% |
| 3M | +19.6% | +15.7% | +3.9% | +16.1% |
| 6M | +87.1% | -23.8% | +110.9% | +91.8% |
| YTD | +76.4% | +17.6% | +58.8% | +65.2% |
| 1Y | +90.8% | +88.6% | +2.2% | +62.5% |
| 3Y | +380.0% | +253.4% | +126.6% | +239.7% |
| All | +225.5% | +63.6% | +161.9% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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