+384.9%
CRWD vs ALM
+1,934.4%
-1,549.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +1.2% |
| 7D | -2.8% | -7.1% | +4.3% | -2.4% |
| 30D | -5.9% | +24.7% | -30.6% | -7.5% |
| 3M | +29.0% | +8.3% | +20.7% | +27.4% |
| 6M | +91.5% | -22.2% | +113.6% | +91.5% |
| YTD | +78.2% | +88.1% | -9.9% | +66.2% |
| 1Y | +96.6% | +272.4% | -175.7% | +72.6% |
| All | +384.9% | +1,934.4% | -1,549.5% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling