+1,462.8%
CRWD vs ALL
+215.0%
+1,247.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.5% | +5.0% | -0.6% | +3.6% |
| 30D | -9.1% | +13.3% | -22.4% | -11.1% |
| 3M | +0.5% | +3.2% | -2.7% | -0.2% |
| 6M | +61.1% | +25.3% | +35.8% | +53.4% |
| YTD | +93.4% | +30.5% | +62.9% | +81.8% |
| 1Y | +71.1% | +29.2% | +41.9% | +61.0% |
| 3Y | +351.1% | +119.1% | +231.9% | +275.6% |
| 5Y | +218.8% | +162.6% | +56.2% | +153.3% |
| All | +1,462.8% | +215.0% | +1,247.9% | +1,095.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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