+80.6%
CRWD vs ARM
+18.4%
+62.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.8% |
| 7D | -9.6% | -18.7% | +9.1% | -7.1% |
| 30D | -11.6% | -36.7% | +25.1% | -6.4% |
| 3M | +14.1% | -31.6% | +45.7% | +18.9% |
| 6M | +105.4% | -5.6% | +111.1% | +108.3% |
| YTD | +105.6% | +75.5% | +30.2% | +87.7% |
| 1Y | +80.6% | +19.3% | +61.2% | +101.2% |
| All | +80.6% | +18.4% | +62.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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