+1,340.4%
CRWD vs AGI
+612.7%
+727.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | -2.8% | -5.3% | +2.4% | -2.1% |
| 30D | -5.9% | +6.8% | -12.6% | -6.9% |
| 3M | +29.0% | +8.3% | +20.7% | +26.9% |
| 6M | +91.5% | -29.2% | +120.7% | +98.9% |
| YTD | +78.2% | -7.3% | +85.5% | +76.8% |
| 1Y | +96.6% | +8.0% | +88.6% | +89.9% |
| 3Y | +397.0% | +206.6% | +190.5% | +309.3% |
| 5Y | +218.9% | +398.1% | -179.3% | +143.0% |
| All | +1,340.4% | +612.7% | +727.8% | +836.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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