+1,325.8%
CRWD vs CHTR
-62.8%
+1,388.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.0% |
| 7D | -3.0% | -4.1% | +1.1% | -2.1% |
| 30D | -6.8% | -3.0% | -3.8% | -6.9% |
| 3M | +19.6% | +4.8% | +14.8% | +16.0% |
| 6M | +87.1% | -35.0% | +122.1% | +104.3% |
| YTD | +76.4% | -30.2% | +106.6% | +86.6% |
| 1Y | +90.8% | -44.8% | +135.6% | +117.9% |
| 3Y | +380.0% | -66.6% | +446.5% | +534.5% |
| 5Y | +215.6% | -81.5% | +297.1% | +485.0% |
| All | +1,325.8% | -62.8% | +1,388.6% | +1,166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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