+42.6%
CRWD vs CBRS
-45.2%
+87.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.0% | -8.6% | +5.6% | -2.6% |
| 30D | -6.8% | -26.8% | +20.0% | -6.3% |
| 3M | +19.6% | -15.3% | +34.9% | +17.7% |
| All | +42.6% | -45.2% | +87.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 3y: compounded portfolio wealth divided by compounded CBRS 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…
3y analysis · Full analysis span regression · Available span rolling