+380.0%
CRWD vs BG
+18.0%
+362.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.1% |
| 7D | -3.0% | +3.1% | -6.1% | -2.8% |
| 30D | -6.8% | +10.2% | -17.0% | -6.4% |
| 3M | +19.6% | -1.7% | +21.3% | +20.0% |
| 6M | +87.1% | +1.0% | +86.1% | +87.9% |
| YTD | +76.4% | +39.9% | +36.5% | +79.8% |
| 1Y | +90.8% | +53.2% | +37.6% | +94.7% |
| 3Y | +380.0% | +16.3% | +363.7% | +407.3% |
| All | +380.0% | +18.0% | +362.0% | +407.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling