+380.0%
CRWD vs CARR
+1.4%
+378.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.4% |
| 7D | -3.0% | -3.8% | +0.8% | -2.0% |
| 30D | -6.8% | -8.9% | +2.1% | -4.4% |
| 3M | +19.6% | -17.3% | +36.9% | +25.3% |
| 6M | +87.1% | -1.4% | +88.5% | +83.2% |
| YTD | +76.4% | +10.0% | +66.4% | +63.8% |
| 1Y | +90.8% | -6.4% | +97.2% | +89.2% |
| 3Y | +380.0% | +1.5% | +378.4% | +338.3% |
| All | +380.0% | +1.4% | +378.6% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling