+428.9%
CRWD vs ARM
+223.5%
+205.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.7% |
| 7D | -7.7% | -10.4% | +2.6% | -5.7% |
| 30D | -17.9% | -31.8% | +13.9% | -11.8% |
| 3M | +0.3% | -32.2% | +32.5% | +6.8% |
| 6M | +71.1% | -14.9% | +86.0% | +70.9% |
| YTD | +92.6% | +66.0% | +26.6% | +62.9% |
| 1Y | +62.0% | +17.2% | +44.8% | +47.8% |
| 3Y | +360.0% | +247.2% | +112.8% | +231.5% |
| All | +428.9% | +223.5% | +205.4% | +297.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling