+351.1%
CRWD vs ALC
+4.4%
+346.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.2% |
| 7D | +4.5% | -1.1% | +5.6% | +4.7% |
| 30D | -9.1% | +16.0% | -25.1% | -12.7% |
| 3M | +0.5% | +0.8% | -0.3% | +0.1% |
| 6M | +61.1% | +16.8% | +44.3% | +53.9% |
| YTD | +93.4% | -5.5% | +98.9% | +95.2% |
| 1Y | +71.1% | -5.3% | +76.3% | +72.4% |
| 3Y | +351.1% | +4.1% | +347.0% | +323.7% |
| All | +351.1% | +4.4% | +346.7% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling