+1,325.8%
CRWD vs BAX
-65.3%
+1,391.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -3.0% | -7.9% | +4.9% | -1.6% |
| 30D | -6.8% | -11.7% | +4.9% | -4.9% |
| 3M | +19.6% | +16.2% | +3.4% | +16.0% |
| 6M | +87.1% | +32.0% | +55.1% | +76.6% |
| YTD | +76.4% | +24.7% | +51.7% | +66.7% |
| 1Y | +90.8% | -2.6% | +93.4% | +89.2% |
| 3Y | +380.0% | -35.0% | +415.0% | +405.8% |
| 5Y | +215.6% | -67.6% | +283.2% | +316.7% |
| All | +1,325.8% | -65.3% | +1,391.1% | +1,240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling