+68.3%
CRWD vs B
-17.7%
+86.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.7% |
| 7D | +5.8% | -6.2% | +12.0% | +6.6% |
| 30D | -12.0% | -6.6% | -5.4% | -11.1% |
| 3M | +3.6% | -7.9% | +11.5% | +4.2% |
| 6M | +68.3% | -16.8% | +85.2% | +75.7% |
| All | +68.3% | -17.7% | +86.0% | +75.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling