+1,462.8%
CRWD vs BAH
+53.5%
+1,409.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | -9.1% | +20.8% | -29.9% | -13.9% |
| 3M | +0.5% | +11.6% | -11.1% | -2.8% |
| 6M | +61.1% | +23.1% | +38.0% | +51.2% |
| YTD | +93.4% | +5.3% | +88.1% | +87.3% |
| 1Y | +71.1% | +6.1% | +65.0% | +64.9% |
| 3Y | +351.1% | -27.5% | +378.5% | +360.2% |
| 5Y | +218.8% | +6.2% | +212.6% | +171.3% |
| All | +1,462.8% | +53.5% | +1,409.3% | +1,296.2% |
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 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