+217.3%
CRWD vs ALM
+958.0%
-740.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.8% |
| 7D | +2.2% | +3.6% | -1.5% | +1.9% |
| 30D | -7.7% | +33.8% | -41.5% | -9.8% |
| 3M | +28.9% | +14.8% | +14.1% | +26.7% |
| 6M | +91.5% | -7.0% | +98.4% | +89.2% |
| YTD | +77.3% | +108.1% | -30.7% | +64.1% |
| 1Y | +96.3% | +313.8% | -217.5% | +70.9% |
| 3Y | +394.5% | +2,227.6% | -1,833.1% | +267.4% |
| All | +217.3% | +958.0% | -740.8% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling