+399.8%
CRWD vs ALC
-15.5%
+415.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.9% |
| 7D | -2.3% | -3.7% | +1.3% | -1.4% |
| 30D | -2.1% | -3.7% | +1.7% | -1.1% |
| 3M | +27.5% | +4.6% | +23.0% | +25.5% |
| 6M | +95.8% | -14.6% | +110.4% | +104.5% |
| YTD | +79.2% | -11.9% | +91.1% | +84.7% |
| 1Y | +96.3% | -13.1% | +109.4% | +103.0% |
| 3Y | +399.8% | -15.0% | +414.8% | +420.3% |
| All | +399.8% | -15.5% | +415.3% | +420.3% |
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