+256.7%
CRWD vs BAH
+6.1%
+250.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | -9.1% | +20.8% | -29.9% | -13.1% |
| 3M | +0.5% | +11.6% | -11.1% | -2.2% |
| 6M | +61.1% | +23.1% | +38.0% | +53.2% |
| YTD | +93.4% | +5.3% | +88.1% | +88.3% |
| 1Y | +71.1% | +6.1% | +65.0% | +66.0% |
| 3Y | +351.1% | -27.5% | +378.5% | +350.7% |
| All | +256.7% | +6.1% | +250.5% | +161.3% |
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