+1,462.8%
CRWD vs ALM
+462.1%
+1,000.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.2% | -1.9% |
| 7D | +4.5% | +1.2% | +3.2% | +4.3% |
| 30D | -9.1% | -19.3% | +10.2% | -8.0% |
| 3M | +0.5% | -40.6% | +41.1% | +3.1% |
| 6M | +61.1% | -57.9% | +119.0% | +67.6% |
| YTD | +93.4% | -6.7% | +100.1% | +90.1% |
| 1Y | +71.1% | +20.2% | +50.9% | +65.2% |
| 3Y | +351.1% | +879.4% | -528.4% | +279.6% |
| 5Y | +218.8% | +415.3% | -196.4% | +171.5% |
| All | +1,462.8% | +462.1% | +1,000.8% | +1,061.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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