+218.9%
CRWD vs CAG
-42.8%
+261.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | -0.2% |
| 7D | -2.8% | -5.9% | +3.0% | -4.3% |
| 30D | -5.9% | -1.5% | -4.3% | -6.2% |
| 3M | +29.0% | +11.5% | +17.5% | +32.6% |
| 6M | +91.5% | -15.7% | +107.2% | +86.2% |
| YTD | +78.2% | -10.2% | +88.4% | +76.3% |
| 1Y | +96.6% | -18.1% | +114.7% | +91.4% |
| 3Y | +397.0% | -39.4% | +436.4% | +356.7% |
| 5Y | +218.9% | -42.6% | +261.5% | +188.6% |
| All | +218.9% | -42.8% | +261.7% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling