+106.7%
CRWD vs BABA
-14.2%
+120.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -2.4% | -4.8% | +2.3% | -2.4% |
| 30D | +1.5% | -11.9% | +13.4% | +2.0% |
| 3M | +18.5% | -9.3% | +27.8% | +19.2% |
| 6M | +109.1% | -14.2% | +123.3% | +110.2% |
| YTD | +81.8% | -22.0% | +103.9% | +84.9% |
| 1Y | +106.7% | -12.7% | +119.4% | +132.5% |
| All | +106.7% | -14.2% | +120.8% | +132.5% |
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