+1,485.3%
CRWD vs ALC
+24.1%
+1,461.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | +5.8% | -6.2% | +12.0% | +9.0% |
| 30D | -12.0% | +14.0% | -26.0% | -17.8% |
| 3M | +3.6% | -2.4% | +6.0% | +4.2% |
| 6M | +68.3% | +12.6% | +55.7% | +56.8% |
| YTD | +96.2% | -8.4% | +104.6% | +100.0% |
| 1Y | +68.4% | -9.1% | +77.6% | +72.3% |
| 3Y | +368.4% | -0.3% | +368.7% | +334.3% |
| 5Y | +223.4% | -9.9% | +233.3% | +215.1% |
| All | +1,485.3% | +24.1% | +1,461.2% | +1,376.5% |
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