+1,462.8%
CRWD vs ARWR
+81.4%
+1,381.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | +4.5% | -17.8% | +22.3% | +8.4% |
| 30D | -9.1% | -18.1% | +9.0% | -5.6% |
| 3M | +0.5% | -44.2% | +44.7% | +12.5% |
| 6M | +61.1% | -38.6% | +99.8% | +75.0% |
| YTD | +93.4% | -28.0% | +121.4% | +99.7% |
| 1Y | +71.1% | +16.1% | +55.0% | +55.3% |
| 3Y | +351.1% | +84.0% | +267.1% | +221.2% |
| 5Y | +218.8% | -35.4% | +254.2% | +185.7% |
| All | +1,462.8% | +81.4% | +1,381.4% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling