+384.9%
CRWD vs BAX
-34.3%
+419.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -2.8% | -5.4% | +2.6% | -2.6% |
| 30D | -5.9% | -12.4% | +6.5% | -5.3% |
| 3M | +29.0% | +19.1% | +9.9% | +28.1% |
| 6M | +91.5% | +38.6% | +52.9% | +88.2% |
| YTD | +78.2% | +26.7% | +51.5% | +75.2% |
| 1Y | +96.6% | +1.0% | +95.6% | +96.5% |
| All | +384.9% | -34.3% | +419.2% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling