+1,369.7%
CRWD vs CB
+157.7%
+1,212.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +1.5% | -3.1% | +4.6% | +2.0% |
| 3M | +18.5% | +9.0% | +9.6% | +16.6% |
| 6M | +109.1% | +2.9% | +106.2% | +107.5% |
| YTD | +81.8% | +10.1% | +71.7% | +78.0% |
| 1Y | +106.7% | +22.8% | +83.9% | +97.8% |
| 3Y | +428.7% | +73.8% | +354.9% | +369.4% |
| 5Y | +206.4% | +99.2% | +107.2% | +163.4% |
| All | +1,369.7% | +157.7% | +1,212.0% | +1,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling