+351.1%
CRWD vs BAH
-26.8%
+377.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.2% |
| 30D | -9.1% | +20.8% | -29.9% | -11.9% |
| 3M | +0.5% | +11.6% | -11.1% | -1.3% |
| 6M | +61.1% | +23.1% | +38.0% | +56.0% |
| YTD | +93.4% | +5.3% | +88.1% | +89.6% |
| 1Y | +71.1% | +6.1% | +65.0% | +67.6% |
| 3Y | +351.1% | -27.5% | +378.5% | +350.2% |
| All | +351.1% | -26.8% | +377.9% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling