+1,369.7%
CRWD vs ALM
+1,101.4%
+268.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | +1.5% | +32.0% | -30.5% | -0.3% |
| 3M | +18.5% | -15.0% | +33.6% | +18.9% |
| 6M | +109.1% | -10.1% | +119.2% | +107.5% |
| YTD | +81.8% | +99.4% | -17.6% | +71.6% |
| 1Y | +106.7% | +316.4% | -209.7% | +85.4% |
| 3Y | +428.7% | +2,022.0% | -1,593.3% | +324.4% |
| 5Y | +206.4% | +941.2% | -734.8% | +150.8% |
| All | +1,369.7% | +1,101.4% | +268.3% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling