+211.9%
CRWD vs ALK
-29.1%
+241.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.1% | -1.7% | +3.5% |
| 7D | -5.5% | +8.9% | -14.4% | -7.6% |
| 30D | -16.9% | +5.9% | -22.8% | -18.4% |
| 3M | +6.6% | -16.5% | +23.1% | +11.2% |
| 6M | +73.2% | +2.1% | +71.1% | +68.6% |
| YTD | +95.1% | -17.1% | +112.1% | +98.2% |
| 1Y | +69.4% | -2.9% | +72.2% | +62.2% |
| 3Y | +379.3% | +24.5% | +354.8% | +268.7% |
| 5Y | +211.9% | -29.1% | +241.0% | +209.3% |
| All | +211.9% | -29.1% | +241.0% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling