+68.4%
CRWD vs CB
+28.2%
+40.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.6% |
| 7D | +5.8% | 0.0% | +5.8% | +5.9% |
| 30D | -12.0% | +7.4% | -19.4% | -7.4% |
| 3M | +3.6% | +8.6% | -5.0% | +9.8% |
| 6M | +68.3% | +16.1% | +52.2% | +88.1% |
| YTD | +96.2% | +20.2% | +76.0% | +123.9% |
| 1Y | +68.4% | +27.2% | +41.2% | +98.5% |
| All | +68.4% | +28.2% | +40.2% | +98.5% |
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