+223.4%
CRWD vs ARWR
-38.4%
+261.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +1.2% |
| 7D | +5.8% | -17.9% | +23.8% | +9.5% |
| 30D | -12.0% | -18.9% | +6.9% | -8.7% |
| 3M | +3.6% | -46.0% | +49.6% | +15.9% |
| 6M | +68.3% | -40.3% | +108.7% | +82.8% |
| YTD | +96.2% | -29.0% | +125.1% | +102.4% |
| 1Y | +68.4% | +13.8% | +54.6% | +53.3% |
| 3Y | +368.4% | +74.9% | +293.5% | +231.3% |
| 5Y | +223.4% | -36.2% | +259.7% | +229.3% |
| All | +223.4% | -38.4% | +261.8% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling