+1,395.9%
CRWD vs ALLE
+94.2%
+1,301.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -13.4% | -0.6% | -12.8% | -13.2% |
| 30D | -18.3% | +25.3% | -43.6% | -24.4% |
| 3M | +4.6% | +10.3% | -5.7% | +0.9% |
| 6M | +85.4% | +38.0% | +47.3% | +64.8% |
| YTD | +85.1% | +17.8% | +67.3% | +72.7% |
| 1Y | +62.9% | +13.6% | +49.3% | +54.0% |
| 3Y | +364.5% | +89.2% | +275.3% | +253.9% |
| 5Y | +217.3% | +51.1% | +166.2% | +154.6% |
| All | +1,395.9% | +94.2% | +1,301.7% | +947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling