+1,881.2%
CRWD vs CARR
+421.5%
+1,459.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.4% |
| 7D | -3.0% | -3.8% | +0.8% | -1.9% |
| 30D | -6.8% | -8.9% | +2.1% | -4.1% |
| 3M | +19.6% | -17.3% | +36.9% | +26.0% |
| 6M | +87.1% | -1.4% | +88.5% | +84.2% |
| YTD | +76.4% | +10.0% | +66.4% | +66.3% |
| 1Y | +90.8% | -6.4% | +97.2% | +89.6% |
| 3Y | +380.0% | +1.5% | +378.4% | +355.1% |
| 5Y | +215.6% | +9.3% | +206.3% | +177.8% |
| All | +1,881.2% | +421.5% | +1,459.7% | +1,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling