+1,476.4%
CRWD vs BABA
-30.2%
+1,506.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.7% | +9.1% | +6.2% |
| 7D | -5.5% | +3.8% | -9.3% | -6.5% |
| 30D | -16.9% | -5.4% | -11.5% | -16.1% |
| 3M | +6.6% | -17.9% | +24.5% | +10.7% |
| 6M | +73.2% | -24.1% | +97.3% | +82.4% |
| YTD | +95.1% | -27.4% | +122.5% | +105.5% |
| 1Y | +69.4% | -36.1% | +105.4% | +84.1% |
| 3Y | +379.3% | +35.4% | +343.9% | +299.6% |
| 5Y | +211.9% | -30.1% | +242.0% | +214.9% |
| All | +1,476.4% | -30.2% | +1,506.6% | +1,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling