+727.3%
CRWD vs BOXX
+18.5%
+708.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | +0.3% | -7.1% | -6.7% |
| 3M | +19.6% | +1.0% | +18.5% | +19.6% |
| 6M | +87.1% | +1.9% | +85.2% | +85.3% |
| YTD | +76.4% | +2.7% | +73.7% | +74.7% |
| 1Y | +90.8% | +4.0% | +86.8% | +92.1% |
| 3Y | +380.0% | +14.7% | +365.3% | +1,085.3% |
| All | +727.3% | +18.5% | +708.8% | +3,746.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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