+399.3%
CRWD vs ARM
+349.4%
+49.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.6% |
| 7D | -2.4% | +5.5% | -7.9% | -3.4% |
| 30D | +1.5% | -8.2% | +9.7% | +3.1% |
| 3M | +18.5% | -35.9% | +54.5% | +27.2% |
| 6M | +109.1% | +103.1% | +6.0% | +73.3% |
| YTD | +81.8% | +130.6% | -48.8% | +46.0% |
| 1Y | +106.7% | +86.1% | +20.6% | +73.0% |
| All | +399.3% | +349.4% | +49.9% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling