+216.7%
CRWD vs AR
+140.6%
+76.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -2.1% | +12.6% | -14.6% | -4.3% |
| 3M | +27.5% | +10.0% | +17.5% | +24.8% |
| 6M | +95.8% | +0.6% | +95.2% | +94.3% |
| YTD | +79.2% | +13.4% | +65.8% | +73.4% |
| 1Y | +96.3% | +21.7% | +74.5% | +86.6% |
| 3Y | +399.8% | +45.8% | +354.0% | +356.9% |
| 5Y | +216.7% | +144.3% | +72.5% | +185.3% |
| All | +216.7% | +140.6% | +76.1% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling