+1,348.4%
CRWD vs BAX
-63.8%
+1,412.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -2.0% |
| 30D | -2.1% | -9.7% | +7.7% | -0.4% |
| 3M | +27.5% | +29.3% | -1.7% | +21.4% |
| 6M | +95.8% | +40.7% | +55.2% | +82.8% |
| YTD | +79.2% | +30.3% | +48.9% | +68.0% |
| 1Y | +96.3% | +3.4% | +92.9% | +92.5% |
| 3Y | +399.8% | -32.0% | +431.8% | +422.7% |
| 5Y | +216.7% | -66.9% | +283.6% | +319.1% |
| All | +1,348.4% | -63.8% | +1,412.2% | +1,251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling