+216.7%
CRWD vs ALL
+117.0%
+99.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.1% |
| 7D | -2.3% | -1.7% | -0.6% | -2.1% |
| 30D | -2.1% | -4.7% | +2.6% | -1.4% |
| 3M | +27.5% | +18.4% | +9.2% | +23.2% |
| 6M | +95.8% | +20.5% | +75.3% | +88.1% |
| YTD | +79.2% | +23.5% | +55.7% | +70.7% |
| 1Y | +96.3% | +29.0% | +67.3% | +84.5% |
| 3Y | +399.8% | +153.7% | +246.1% | +301.5% |
| 5Y | +216.7% | +114.8% | +101.9% | +162.7% |
| All | +216.7% | +117.0% | +99.7% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling