+226.2%
CRWD vs B
+114.1%
+112.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.7% |
| 7D | -5.0% | -2.7% | -2.3% | -4.6% |
| 30D | -12.9% | -4.3% | -8.6% | -12.4% |
| 3M | +3.2% | -2.3% | +5.5% | +3.1% |
| 6M | +69.0% | -16.2% | +85.2% | +72.0% |
| YTD | +95.5% | -8.8% | +104.3% | +94.9% |
| 1Y | +64.6% | +11.4% | +53.2% | +58.3% |
| 3Y | +366.7% | +174.3% | +192.4% | +279.3% |
| 5Y | +226.2% | +116.2% | +110.0% | +194.5% |
| All | +226.2% | +114.1% | +112.1% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling