+80.6%
CRWD vs BG
+7.2%
+73.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.2% |
| 7D | -9.6% | -3.8% | -5.9% | -10.1% |
| 30D | -11.6% | -9.6% | -2.0% | -12.8% |
| 3M | +14.1% | -8.5% | +22.6% | +11.6% |
| 6M | +105.4% | -23.0% | +128.5% | +101.9% |
| YTD | +105.6% | +10.9% | +94.8% | +129.7% |
| 1Y | +80.6% | +6.0% | +74.6% | +98.8% |
| All | +80.6% | +7.2% | +73.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling