+213.5%
CRWD vs CB
+98.0%
+115.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -7.7% | -3.1% | -4.6% | -7.5% |
| 3M | +28.9% | +4.2% | +24.7% | +27.8% |
| 6M | +91.5% | +4.7% | +86.8% | +89.6% |
| YTD | +77.3% | +8.8% | +68.5% | +73.9% |
| 1Y | +96.3% | +22.6% | +73.6% | +87.1% |
| 3Y | +394.5% | +70.6% | +323.9% | +327.1% |
| 5Y | +213.5% | +99.4% | +114.0% | +156.7% |
| All | +213.5% | +98.0% | +115.5% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling