+1,348.4%
CRWD vs BIDU
-18.8%
+1,367.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | +0.4% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | -2.1% | -15.6% | +13.6% | +2.1% |
| 3M | +27.5% | -22.3% | +49.8% | +35.3% |
| 6M | +95.8% | -22.3% | +118.1% | +106.0% |
| YTD | +79.2% | -29.2% | +108.4% | +91.4% |
| 1Y | +96.3% | -14.8% | +111.1% | +96.8% |
| 3Y | +399.8% | -31.8% | +431.6% | +413.4% |
| 5Y | +216.7% | -43.1% | +259.8% | +224.7% |
| All | +1,348.4% | -18.8% | +1,367.2% | +1,149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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