+216.7%
CRWD vs ALK
-28.9%
+245.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.6% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -2.1% | -18.5% | +16.4% | +3.1% |
| 3M | +27.5% | -3.6% | +31.1% | +27.4% |
| 6M | +95.8% | -3.7% | +99.5% | +92.8% |
| YTD | +79.2% | -19.0% | +98.2% | +84.0% |
| 1Y | +96.3% | -36.0% | +132.3% | +116.5% |
| 3Y | +399.8% | +2.3% | +397.4% | +332.7% |
| 5Y | +216.7% | -27.8% | +244.5% | +198.2% |
| All | +216.7% | -28.9% | +245.6% | +198.2% |
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