+1,485.3%
CRWD vs CB
+181.3%
+1,304.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -12.0% | +7.4% | -19.4% | -12.9% |
| 3M | +3.6% | +8.6% | -5.0% | +2.4% |
| 6M | +68.3% | +16.1% | +52.2% | +64.1% |
| YTD | +96.2% | +20.2% | +76.0% | +89.5% |
| 1Y | +68.4% | +27.2% | +41.2% | +61.0% |
| 3Y | +368.4% | +72.7% | +295.7% | +318.8% |
| 5Y | +223.4% | +105.9% | +117.5% | +177.2% |
| All | +1,485.3% | +181.3% | +1,304.0% | +1,284.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling