+216.7%
CRWD vs ALLE
+17.0%
+199.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | -2.3% | +2.8% | -5.1% | -3.6% |
| 30D | -2.1% | -7.6% | +5.6% | +1.4% |
| 3M | +27.5% | +22.8% | +4.7% | +14.6% |
| 6M | +95.8% | +4.6% | +91.2% | +89.3% |
| YTD | +79.2% | -1.2% | +80.4% | +77.2% |
| 1Y | +96.3% | -9.1% | +105.4% | +102.6% |
| 3Y | +399.8% | +50.0% | +349.8% | +261.7% |
| 5Y | +216.7% | +15.2% | +201.5% | +161.0% |
| All | +216.7% | +17.0% | +199.7% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling