+1,340.4%
CRWD vs ALLE
+57.9%
+1,282.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.8% | -2.8% | -0.1% | -1.9% |
| 30D | -5.9% | -10.2% | +4.3% | -2.5% |
| 3M | +29.0% | +17.4% | +11.5% | +21.3% |
| 6M | +91.5% | +3.3% | +88.1% | +87.4% |
| YTD | +78.2% | -4.2% | +82.5% | +78.6% |
| 1Y | +96.6% | -10.5% | +107.2% | +101.8% |
| 3Y | +397.0% | +45.4% | +351.6% | +315.4% |
| 5Y | +218.9% | +11.9% | +206.9% | +179.2% |
| All | +1,340.4% | +57.9% | +1,282.5% | +982.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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