+71.1%
CRWD vs AR
+11.3%
+59.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.5% | +7.4% | -2.9% | +3.6% |
| 30D | -9.1% | +5.8% | -14.9% | -9.5% |
| 3M | +0.5% | +5.2% | -4.7% | 0.0% |
| 6M | +61.1% | +5.4% | +55.7% | +60.0% |
| YTD | +93.4% | +12.4% | +80.9% | +86.2% |
| 1Y | +71.1% | +12.8% | +58.3% | +64.9% |
| All | +71.1% | +11.3% | +59.8% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling