+213.5%
CRWD vs ALC
-17.4%
+230.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +2.2% | -5.3% | +7.4% | +5.0% |
| 30D | -7.7% | -7.1% | -0.6% | -4.3% |
| 3M | +28.9% | +0.8% | +28.1% | +27.5% |
| 6M | +91.5% | -16.0% | +107.4% | +107.3% |
| YTD | +77.3% | -12.7% | +90.1% | +86.9% |
| 1Y | +96.3% | -12.8% | +109.1% | +106.0% |
| 3Y | +394.5% | -15.8% | +410.3% | +400.6% |
| 5Y | +213.5% | -16.7% | +230.1% | +224.9% |
| All | +213.5% | -17.4% | +230.9% | +224.9% |
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