+1,479.7%
CRWD vs CB
+180.2%
+1,299.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | -5.0% | -1.0% | -3.9% | -4.8% |
| 30D | -12.9% | +7.3% | -20.2% | -13.8% |
| 3M | +3.2% | +7.0% | -3.8% | +2.2% |
| 6M | +69.0% | +16.3% | +52.6% | +64.6% |
| YTD | +95.5% | +19.7% | +75.7% | +89.0% |
| 1Y | +64.6% | +27.8% | +36.8% | +57.1% |
| 3Y | +366.7% | +72.0% | +294.7% | +317.5% |
| 5Y | +226.2% | +104.9% | +121.3% | +179.7% |
| All | +1,479.7% | +180.2% | +1,299.5% | +1,280.5% |
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 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