+1,369.7%
CRWD vs ALC
+21.8%
+1,347.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.5% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +18.5% | +5.9% | +12.7% | +14.5% |
| 6M | +109.1% | -15.9% | +125.0% | +124.7% |
| YTD | +81.8% | -10.1% | +91.9% | +88.1% |
| 1Y | +106.7% | -10.2% | +116.9% | +113.0% |
| 3Y | +428.7% | -13.6% | +442.2% | +435.6% |
| 5Y | +206.4% | -15.1% | +221.5% | +208.1% |
| All | +1,369.7% | +21.8% | +1,347.9% | +1,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling