+351.1%
CRWD vs ALB
-14.4%
+365.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +4.5% | -5.8% | +10.2% | +5.4% |
| 30D | -9.1% | -4.5% | -4.6% | -8.5% |
| 3M | +0.5% | -28.1% | +28.6% | +5.3% |
| 6M | +61.1% | -53.2% | +114.3% | +79.9% |
| YTD | +93.4% | -33.3% | +126.7% | +101.0% |
| 1Y | +71.1% | -17.4% | +88.5% | +71.1% |
| 3Y | +351.1% | -14.1% | +365.2% | +323.0% |
| All | +351.1% | -14.4% | +365.5% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling