+213.5%
CRWD vs BAH
-3.7%
+217.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | -7.7% | -6.6% | -1.1% | -6.3% |
| 3M | +28.9% | -7.2% | +36.0% | +30.8% |
| 6M | +91.5% | -10.0% | +101.5% | +95.1% |
| YTD | +77.3% | -12.5% | +89.8% | +80.4% |
| 1Y | +96.3% | -27.9% | +124.2% | +107.3% |
| 3Y | +394.5% | -31.4% | +425.9% | +390.2% |
| 5Y | +213.5% | -3.2% | +216.7% | +152.1% |
| All | +213.5% | -3.7% | +217.1% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling