+80.6%
CRWD vs ALC
+4.2%
+76.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -1.7% |
| 7D | -9.6% | +10.7% | -20.3% | -10.1% |
| 30D | -11.6% | +20.2% | -31.8% | -12.7% |
| 3M | +14.1% | +8.9% | +5.2% | +13.5% |
| 6M | +105.4% | +5.7% | +99.7% | +106.3% |
| YTD | +105.6% | -1.4% | +107.1% | +105.0% |
| 1Y | +80.6% | +4.7% | +75.8% | +77.8% |
| All | +80.6% | +4.2% | +76.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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