+1,462.8%
CRWD vs ALLE
+101.1%
+1,361.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +4.5% | +3.6% | +0.9% | +3.3% |
| 30D | -9.1% | +25.9% | -35.0% | -16.0% |
| 3M | +0.5% | +15.8% | -15.3% | -4.5% |
| 6M | +61.1% | +48.1% | +13.0% | +39.9% |
| YTD | +93.4% | +22.0% | +71.4% | +78.4% |
| 1Y | +71.1% | +18.0% | +53.1% | +59.6% |
| 3Y | +351.1% | +93.1% | +258.0% | +241.7% |
| 5Y | +218.8% | +52.1% | +166.8% | +154.3% |
| All | +1,462.8% | +101.1% | +1,361.7% | +981.5% |
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