+1,369.7%
CRWD vs ALK
-29.8%
+1,399.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.4% | -0.7% | -1.8% | -2.4% |
| 30D | +1.5% | -19.2% | +20.8% | +5.4% |
| 3M | +18.5% | -1.5% | +20.1% | +18.2% |
| 6M | +109.1% | -13.1% | +122.1% | +111.1% |
| YTD | +81.8% | -16.4% | +98.3% | +84.2% |
| 1Y | +106.7% | -33.1% | +139.7% | +117.9% |
| 3Y | +428.7% | +0.6% | +428.1% | +399.4% |
| 5Y | +206.4% | -26.4% | +232.8% | +200.8% |
| All | +1,369.7% | -29.8% | +1,399.5% | +1,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling