+1,333.1%
CRWD vs CAH
+555.9%
+777.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | -7.7% | +1.2% | -8.9% | -7.9% |
| 3M | +28.9% | +13.1% | +15.8% | +26.3% |
| 6M | +91.5% | +8.5% | +83.0% | +88.6% |
| YTD | +77.3% | +17.6% | +59.7% | +71.5% |
| 1Y | +96.3% | +60.7% | +35.6% | +77.6% |
| 3Y | +394.5% | +183.2% | +211.3% | +297.0% |
| 5Y | +213.5% | +402.2% | -188.7% | +115.4% |
| All | +1,333.1% | +555.9% | +777.2% | +696.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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