+1,348.4%
CRWD vs BAH
+27.5%
+1,320.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -2.3% | -4.3% | +2.0% | -1.1% |
| 30D | -2.1% | -4.5% | +2.4% | -0.8% |
| 3M | +27.5% | -7.6% | +35.1% | +29.9% |
| 6M | +95.8% | -10.6% | +106.4% | +100.6% |
| YTD | +79.2% | -12.6% | +91.8% | +83.2% |
| 1Y | +96.3% | -27.0% | +123.2% | +109.7% |
| 3Y | +399.8% | -31.5% | +431.3% | +410.2% |
| 5Y | +216.7% | -3.8% | +220.6% | +174.4% |
| All | +1,348.4% | +27.5% | +1,320.9% | +1,265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling