+340.9%
CRWD vs AUR
-35.7%
+376.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -6.8% | -6.4% | -0.4% | -6.0% |
| 3M | +19.6% | +7.7% | +11.9% | +16.9% |
| 6M | +87.1% | +44.5% | +42.6% | +70.6% |
| YTD | +76.4% | +67.4% | +9.0% | +55.7% |
| 1Y | +90.8% | +15.4% | +75.4% | +79.8% |
| 3Y | +380.0% | +94.8% | +285.1% | +253.7% |
| 5Y | +215.6% | -35.1% | +250.7% | +144.8% |
| All | +340.9% | -35.7% | +376.6% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling