+202.8%
CRWD vs AS
+123.4%
+79.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +4.5% | -4.9% | +9.3% | +5.7% |
| 30D | -9.1% | +3.9% | -13.0% | -10.1% |
| 3M | +0.5% | -9.6% | +10.1% | +2.6% |
| 6M | +61.1% | -8.7% | +69.8% | +63.5% |
| YTD | +93.4% | -19.8% | +113.2% | +101.3% |
| 1Y | +71.1% | -1.5% | +72.6% | +67.4% |
| All | +202.8% | +123.4% | +79.3% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling