+1,333.1%
CRWD vs ALLY
+76.4%
+1,256.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | -7.7% | -4.5% | -3.2% | -6.5% |
| 3M | +28.9% | -2.8% | +31.7% | +30.0% |
| 6M | +91.5% | +10.3% | +81.1% | +85.7% |
| YTD | +77.3% | -5.7% | +83.0% | +79.5% |
| 1Y | +96.3% | +3.9% | +92.3% | +93.0% |
| 3Y | +394.5% | +64.7% | +329.8% | +325.4% |
| 5Y | +213.5% | -2.6% | +216.1% | +191.3% |
| All | +1,333.1% | +76.4% | +1,256.7% | +1,047.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling