+80.6%
CRWD vs CB
+34.9%
+45.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -0.1% |
| 7D | -9.6% | +5.3% | -14.9% | -6.3% |
| 30D | -11.6% | +13.2% | -24.8% | -4.2% |
| 3M | +14.1% | +7.8% | +6.3% | +20.2% |
| 6M | +105.4% | +15.8% | +89.6% | +128.9% |
| YTD | +105.6% | +21.0% | +84.7% | +134.8% |
| 1Y | +80.6% | +32.2% | +48.4% | +117.6% |
| All | +80.6% | +34.9% | +45.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling