+216.7%
CRWD vs BABA
-31.3%
+248.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -2.1% | -12.3% | +10.2% | -0.1% |
| 3M | +27.5% | -5.3% | +32.8% | +28.0% |
| 6M | +95.8% | -13.1% | +108.9% | +98.7% |
| YTD | +79.2% | -22.4% | +101.6% | +84.9% |
| 1Y | +96.3% | -19.5% | +115.7% | +100.0% |
| 3Y | +399.8% | +32.9% | +366.8% | +343.8% |
| 5Y | +216.7% | -29.9% | +246.6% | +200.1% |
| All | +216.7% | -31.3% | +248.0% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling