+1,333.1%
CRWD vs BABA
-27.6%
+1,360.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | +2.2% | -2.2% | +4.3% | +2.7% |
| 30D | -7.7% | -17.3% | +9.6% | -3.9% |
| 3M | +28.9% | -7.8% | +36.6% | +30.3% |
| 6M | +91.5% | -16.8% | +108.2% | +97.2% |
| YTD | +77.3% | -24.7% | +102.0% | +86.1% |
| 1Y | +96.3% | -24.9% | +121.2% | +104.8% |
| 3Y | +394.5% | +29.1% | +365.4% | +321.6% |
| 5Y | +213.5% | -30.5% | +244.0% | +218.9% |
| All | +1,333.1% | -27.6% | +1,360.7% | +1,173.9% |
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