+1,369.7%
CRWD vs ALL
+205.5%
+1,164.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.4% | 0.0% | -2.5% | -2.4% |
| 30D | +1.5% | -1.5% | +3.0% | +1.7% |
| 3M | +18.5% | +23.6% | -5.1% | +13.2% |
| 6M | +109.1% | +22.3% | +86.7% | +99.9% |
| YTD | +81.8% | +26.5% | +55.3% | +72.0% |
| 1Y | +106.7% | +27.0% | +79.7% | +94.9% |
| 3Y | +428.7% | +149.6% | +279.1% | +327.2% |
| 5Y | +206.4% | +118.1% | +88.3% | +152.4% |
| All | +1,369.7% | +205.5% | +1,164.2% | +1,031.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling