+220.7%
CRWD vs ALLY
-9.3%
+230.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | -7.7% | -0.7% | -7.1% | -7.5% |
| 30D | -17.9% | +1.1% | -19.1% | -18.4% |
| 3M | +0.3% | -13.2% | +13.4% | +6.5% |
| 6M | +71.1% | -13.5% | +84.6% | +81.2% |
| YTD | +92.6% | -14.3% | +106.9% | +104.0% |
| 1Y | +62.0% | -1.1% | +63.1% | +60.7% |
| 3Y | +360.0% | +62.0% | +298.0% | +248.7% |
| 5Y | +220.7% | -9.6% | +230.4% | +217.8% |
| All | +220.7% | -9.3% | +230.0% | +217.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling