+106.7%
CRWD vs AUR
+11.8%
+94.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.4% | +8.7% | -11.2% | -4.2% |
| 30D | +1.5% | -5.2% | +6.8% | +2.4% |
| 3M | +18.5% | -7.3% | +25.8% | +19.6% |
| 6M | +109.1% | +41.2% | +67.9% | +88.5% |
| YTD | +81.8% | +65.1% | +16.7% | +55.3% |
| 1Y | +106.7% | +13.4% | +93.2% | +97.9% |
| All | +106.7% | +11.8% | +94.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling