+1,333.1%
CRWD vs CHD
+35.3%
+1,297.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +2.2% | -4.2% | +6.3% | +2.8% |
| 30D | -7.7% | -7.6% | -0.1% | -6.7% |
| 3M | +28.9% | -1.6% | +30.5% | +29.0% |
| 6M | +91.5% | -6.3% | +97.8% | +93.0% |
| YTD | +77.3% | +14.6% | +62.7% | +70.8% |
| 1Y | +96.3% | +1.6% | +94.7% | +94.0% |
| 3Y | +394.5% | +3.1% | +391.4% | +375.7% |
| 5Y | +213.5% | +21.1% | +192.4% | +172.7% |
| All | +1,333.1% | +35.3% | +1,297.8% | +1,021.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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