+207.1%
CRWD vs AS
+125.3%
+81.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +1.0% |
| 7D | +5.8% | -3.6% | +9.4% | +6.7% |
| 30D | -12.0% | +3.4% | -15.4% | -12.9% |
| 3M | +3.6% | -8.6% | +12.2% | +5.6% |
| 6M | +68.3% | -10.0% | +78.4% | +71.5% |
| YTD | +96.2% | -19.2% | +115.3% | +103.8% |
| 1Y | +68.4% | -3.8% | +72.2% | +66.0% |
| All | +207.1% | +125.3% | +81.8% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling