+80.6%
CRWD vs BABA
-34.7%
+115.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.3% |
| 7D | -9.6% | +4.3% | -13.9% | -9.4% |
| 30D | -11.6% | -5.0% | -6.6% | -11.7% |
| 3M | +14.1% | -18.4% | +32.5% | +13.9% |
| 6M | +105.4% | -20.3% | +125.7% | +104.9% |
| YTD | +105.6% | -27.5% | +133.2% | +107.6% |
| 1Y | +80.6% | -35.3% | +115.9% | +83.5% |
| All | +80.6% | -34.7% | +115.2% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling