+1,325.8%
CRWD vs ALM
+959.1%
+366.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.6% |
| 7D | -3.0% | -11.8% | +8.9% | -2.3% |
| 30D | -6.8% | +7.8% | -14.6% | -7.4% |
| 3M | +19.6% | -9.3% | +28.8% | +19.5% |
| 6M | +87.1% | -30.5% | +117.6% | +88.4% |
| YTD | +76.4% | +75.8% | +0.6% | +67.5% |
| 1Y | +90.8% | +241.2% | -150.4% | +73.1% |
| 3Y | +380.0% | +1,872.6% | -1,492.6% | +286.9% |
| 5Y | +215.6% | +849.6% | -633.9% | +159.8% |
| All | +1,325.8% | +959.1% | +366.6% | +923.4% |
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