+1,333.1%
CRWD vs B
+290.5%
+1,042.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.2% | +1.0% | +1.1% | +2.0% |
| 30D | -7.7% | +9.5% | -17.2% | -9.6% |
| 3M | +28.9% | +14.3% | +14.5% | +24.7% |
| 6M | +91.5% | -1.9% | +93.3% | +90.0% |
| YTD | +77.3% | +4.1% | +73.2% | +72.9% |
| 1Y | +96.3% | +56.1% | +40.2% | +73.9% |
| 3Y | +394.5% | +202.0% | +192.5% | +270.3% |
| 5Y | +213.5% | +158.8% | +54.7% | +136.6% |
| All | +1,333.1% | +290.5% | +1,042.6% | +707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling