+1,369.7%
CRWD vs ARWR
+227.8%
+1,141.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +18.5% | +14.9% | +3.7% | +14.0% |
| 6M | +109.1% | +32.6% | +76.5% | +92.5% |
| YTD | +81.8% | +30.0% | +51.8% | +67.2% |
| 1Y | +106.7% | +208.4% | -101.7% | +51.2% |
| 3Y | +428.7% | +208.8% | +219.9% | +240.4% |
| 5Y | +206.4% | +27.8% | +178.5% | +137.9% |
| All | +1,369.7% | +227.8% | +1,141.9% | +626.0% |
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