+96.3%
CRWD vs ALLE
-11.2%
+107.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | +2.2% | -2.2% | +4.3% | +2.2% |
| 30D | -7.7% | -8.3% | +0.6% | -7.5% |
| 3M | +28.9% | +16.3% | +12.6% | +28.6% |
| 6M | +91.5% | +1.8% | +89.7% | +91.7% |
| YTD | +77.3% | -3.9% | +81.3% | +81.4% |
| 1Y | +96.3% | -10.0% | +106.3% | +102.8% |
| All | +96.3% | -11.2% | +107.4% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling