+90.8%
CRWD vs ALB
+66.4%
+24.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | -3.0% | -6.6% | +3.6% | -2.1% |
| 30D | -6.8% | -8.1% | +1.3% | -5.9% |
| 3M | +19.6% | -25.7% | +45.3% | +23.8% |
| 6M | +87.1% | -29.5% | +116.5% | +91.9% |
| YTD | +76.4% | -16.2% | +92.6% | +73.0% |
| 1Y | +90.8% | +59.2% | +31.6% | +64.4% |
| All | +90.8% | +66.4% | +24.5% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling