+1,369.7%
CRWD vs ALLE
+64.0%
+1,305.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +1.5% | -6.8% | +8.3% | +3.9% |
| 3M | +18.5% | +21.0% | -2.5% | +10.4% |
| 6M | +109.1% | +1.1% | +108.0% | +106.4% |
| YTD | +81.8% | -0.5% | +82.4% | +79.9% |
| 1Y | +106.7% | -7.3% | +113.9% | +109.5% |
| 3Y | +428.7% | +42.3% | +386.4% | +346.3% |
| 5Y | +206.4% | +13.5% | +192.9% | +166.0% |
| All | +1,369.7% | +64.0% | +1,305.7% | +990.6% |
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