+1,476.4%
CRWD vs CB
+175.0%
+1,301.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | -5.5% | -1.5% | -4.0% | -5.3% |
| 30D | -16.9% | +6.5% | -23.4% | -17.7% |
| 3M | +6.6% | +4.1% | +2.5% | +5.9% |
| 6M | +73.2% | +14.4% | +58.8% | +69.1% |
| YTD | +95.1% | +17.5% | +77.5% | +89.0% |
| 1Y | +69.4% | +27.5% | +41.8% | +61.5% |
| 3Y | +379.3% | +71.6% | +307.7% | +328.4% |
| 5Y | +211.9% | +100.6% | +111.2% | +168.2% |
| All | +1,476.4% | +175.0% | +1,301.4% | +1,280.9% |
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