+1,340.4%
CRWD vs AR
+545.3%
+795.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -5.9% | +3.5% | -9.4% | -6.2% |
| 3M | +29.0% | +9.9% | +19.1% | +27.6% |
| 6M | +91.5% | +4.5% | +86.9% | +90.1% |
| YTD | +78.2% | +13.7% | +64.6% | +75.3% |
| 1Y | +96.6% | +19.2% | +77.4% | +92.2% |
| 3Y | +397.0% | +46.2% | +350.9% | +374.7% |
| 5Y | +218.9% | +145.9% | +73.0% | +194.4% |
| All | +1,340.4% | +545.3% | +795.1% | +1,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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