+1,340.4%
CRWD vs BR
+46.4%
+1,294.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.8% | -6.0% | +3.1% | +0.5% |
| 30D | -5.9% | -0.9% | -5.0% | -5.6% |
| 3M | +29.0% | +16.4% | +12.6% | +17.3% |
| 6M | +91.5% | -8.2% | +99.7% | +99.3% |
| YTD | +78.2% | -23.2% | +101.4% | +104.5% |
| 1Y | +96.6% | -30.9% | +127.6% | +139.4% |
| 3Y | +397.0% | -5.0% | +402.0% | +390.5% |
| 5Y | +218.9% | +8.8% | +210.1% | +181.2% |
| All | +1,340.4% | +46.4% | +1,294.0% | +937.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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