+62.0%
CRWD vs ARM
+14.5%
+47.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.8% |
| 7D | -7.7% | -10.4% | +2.6% | -6.2% |
| 30D | -17.9% | -31.8% | +13.9% | -13.6% |
| 3M | +0.3% | -32.2% | +32.5% | +4.9% |
| 6M | +71.1% | -14.9% | +86.0% | +76.9% |
| YTD | +92.6% | +66.0% | +26.6% | +76.9% |
| 1Y | +62.0% | +17.2% | +44.8% | +78.8% |
| All | +62.0% | +14.5% | +47.5% | +78.8% |
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