+1,348.4%
CRWD vs APA
+85.7%
+1,262.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -1.7% |
| 7D | -2.3% | -1.7% | -0.7% | -2.2% |
| 30D | -2.1% | +15.7% | -17.8% | -4.0% |
| 3M | +27.5% | +16.5% | +11.1% | +24.4% |
| 6M | +95.8% | +35.1% | +60.7% | +86.1% |
| YTD | +79.2% | +82.2% | -3.0% | +62.9% |
| 1Y | +96.3% | +102.5% | -6.2% | +75.0% |
| 3Y | +399.8% | +10.3% | +389.5% | +370.5% |
| 5Y | +216.7% | +166.1% | +50.6% | +167.4% |
| All | +1,348.4% | +85.7% | +1,262.7% | +1,252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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