+223.4%
CRWD vs ALC
-9.8%
+233.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | +5.8% | -6.2% | +12.0% | +9.1% |
| 30D | -12.0% | +14.0% | -26.0% | -18.2% |
| 3M | +3.6% | -2.4% | +6.0% | +4.2% |
| 6M | +68.3% | +12.6% | +55.7% | +56.0% |
| YTD | +96.2% | -8.4% | +104.6% | +100.6% |
| 1Y | +68.4% | -9.1% | +77.6% | +72.8% |
| 3Y | +368.4% | -0.3% | +368.7% | +314.9% |
| 5Y | +223.4% | -9.9% | +233.3% | +211.2% |
| All | +223.4% | -9.8% | +233.2% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling