+386.9%
CRWD vs ARM
+371.0%
+15.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +2.2% | +12.5% | -10.4% | -0.2% |
| 30D | -7.7% | -1.4% | -6.4% | -7.5% |
| 3M | +28.9% | -18.7% | +47.5% | +31.8% |
| 6M | +91.5% | +124.6% | -33.2% | +55.5% |
| YTD | +77.3% | +141.7% | -64.4% | +41.1% |
| 1Y | +96.3% | +87.7% | +8.6% | +64.2% |
| All | +386.9% | +371.0% | +15.9% | +244.1% |
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