+1,457.0%
CRWD vs BABA
-32.0%
+1,488.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -7.7% | +2.4% | -10.1% | -8.4% |
| 30D | -17.9% | -7.8% | -10.2% | -16.6% |
| 3M | +0.3% | -22.4% | +22.6% | +5.5% |
| 6M | +71.1% | -26.0% | +97.1% | +81.2% |
| YTD | +92.6% | -29.3% | +121.9% | +104.2% |
| 1Y | +62.0% | -37.5% | +99.5% | +77.0% |
| 3Y | +360.0% | +31.9% | +328.1% | +285.8% |
| 5Y | +220.7% | -33.4% | +254.2% | +229.4% |
| All | +1,457.0% | -32.0% | +1,488.9% | +1,297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling