+1,485.3%
CRWD vs B
+231.4%
+1,253.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | +5.8% | -6.2% | +12.0% | +7.1% |
| 30D | -12.0% | -6.6% | -5.4% | -11.0% |
| 3M | +3.6% | -7.9% | +11.5% | +4.6% |
| 6M | +68.3% | -16.8% | +85.2% | +72.5% |
| YTD | +96.2% | -11.7% | +107.8% | +96.7% |
| 1Y | +68.4% | +3.5% | +65.0% | +62.8% |
| 3Y | +368.4% | +165.7% | +202.7% | +258.4% |
| 5Y | +223.4% | +108.4% | +115.0% | +155.2% |
| All | +1,485.3% | +231.4% | +1,253.9% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling