+1,325.8%
CRWD vs CAG
-32.4%
+1,358.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -3.0% | -5.7% | +2.7% | -3.4% |
| 30D | -6.8% | -2.4% | -4.4% | -7.0% |
| 3M | +19.6% | +9.8% | +9.8% | +20.3% |
| 6M | +87.1% | -10.8% | +97.9% | +86.6% |
| YTD | +76.4% | -10.8% | +87.2% | +76.1% |
| 1Y | +90.8% | -19.0% | +109.8% | +90.1% |
| 3Y | +380.0% | -39.7% | +419.7% | +373.5% |
| 5Y | +215.6% | -43.0% | +258.6% | +208.5% |
| All | +1,325.8% | -32.4% | +1,358.2% | +1,223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling