+1,462.8%
CRWD vs ALK
-35.8%
+1,498.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | -9.1% | +7.7% | -16.8% | -10.5% |
| 3M | +0.5% | -19.0% | +19.5% | +3.9% |
| 6M | +61.1% | -0.2% | +61.3% | +59.1% |
| YTD | +93.4% | -23.5% | +116.9% | +98.3% |
| 1Y | +71.1% | -9.1% | +80.2% | +69.1% |
| 3Y | +351.1% | +12.0% | +339.0% | +315.5% |
| 5Y | +218.8% | -30.9% | +249.7% | +216.6% |
| All | +1,462.8% | -35.8% | +1,498.6% | +1,483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling