+379.3%
CRWD vs ALLE
+93.1%
+286.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.8% |
| 7D | -5.5% | -0.6% | -4.8% | -5.3% |
| 30D | -16.9% | +26.6% | -43.5% | -20.6% |
| 3M | +6.6% | +13.2% | -6.6% | +4.0% |
| 6M | +73.2% | +42.9% | +30.4% | +61.1% |
| YTD | +95.1% | +21.0% | +74.0% | +88.1% |
| 1Y | +69.4% | +15.2% | +54.2% | +65.8% |
| 3Y | +379.3% | +95.6% | +283.7% | +307.9% |
| All | +379.3% | +93.1% | +286.2% | +307.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling