+1,348.4%
CRWD vs CAG
-29.3%
+1,377.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.6% |
| 7D | -2.3% | -5.3% | +2.9% | -2.7% |
| 30D | -2.1% | +1.0% | -3.0% | -2.0% |
| 3M | +27.5% | +17.4% | +10.1% | +28.9% |
| 6M | +95.8% | -16.8% | +112.6% | +95.0% |
| YTD | +79.2% | -6.8% | +86.0% | +79.5% |
| 1Y | +96.3% | -15.4% | +111.6% | +96.1% |
| 3Y | +399.8% | -37.1% | +436.9% | +394.8% |
| 5Y | +216.7% | -41.3% | +258.0% | +211.2% |
| All | +1,348.4% | -29.3% | +1,377.7% | +1,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling