+213.5%
CRWD vs ALB
-43.9%
+257.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.3% |
| 7D | +2.2% | -8.6% | +10.7% | +4.4% |
| 30D | -7.7% | -4.0% | -3.7% | -7.0% |
| 3M | +28.9% | -17.4% | +46.3% | +34.4% |
| 6M | +91.5% | -25.4% | +116.8% | +102.1% |
| YTD | +77.3% | -10.5% | +87.9% | +75.8% |
| 1Y | +96.3% | +75.8% | +20.4% | +58.1% |
| 3Y | +394.5% | -28.5% | +423.0% | +394.0% |
| 5Y | +213.5% | -45.1% | +258.6% | +221.1% |
| All | +213.5% | -43.9% | +257.3% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling