+1,340.4%
CRWD vs ALB
+83.4%
+1,257.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.2% |
| 7D | -2.8% | -7.6% | +4.8% | -1.0% |
| 30D | -5.9% | -5.6% | -0.3% | -4.9% |
| 3M | +29.0% | -16.8% | +45.8% | +34.0% |
| 6M | +91.5% | -26.3% | +117.8% | +102.2% |
| YTD | +78.2% | -13.2% | +91.5% | +78.6% |
| 1Y | +96.6% | +68.8% | +27.8% | +63.5% |
| 3Y | +397.0% | -30.7% | +427.7% | +387.5% |
| 5Y | +218.9% | -46.3% | +265.1% | +228.8% |
| All | +1,340.4% | +83.4% | +1,257.0% | +1,047.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling