+1,479.7%
CRWD vs ALLE
+100.2%
+1,379.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | -5.0% | -0.8% | -4.1% | -4.6% |
| 30D | -12.9% | +27.4% | -40.3% | -19.8% |
| 3M | +3.2% | +13.8% | -10.6% | -1.4% |
| 6M | +69.0% | +45.5% | +23.5% | +47.6% |
| YTD | +95.5% | +21.4% | +74.1% | +80.7% |
| 1Y | +64.6% | +15.4% | +49.2% | +54.9% |
| 3Y | +366.7% | +91.7% | +275.0% | +254.5% |
| 5Y | +226.2% | +54.5% | +171.6% | +159.5% |
| All | +1,479.7% | +100.2% | +1,379.6% | +995.0% |
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