+1,348.4%
CRWD vs CMCSA
-16.2%
+1,364.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -2.1% | +3.8% | -5.9% | -3.5% |
| 3M | +27.5% | +12.3% | +15.2% | +22.1% |
| 6M | +95.8% | -15.4% | +111.2% | +103.5% |
| YTD | +79.2% | -2.5% | +81.7% | +76.3% |
| 1Y | +96.3% | -13.4% | +109.6% | +100.9% |
| 3Y | +399.8% | -30.4% | +430.1% | +445.2% |
| 5Y | +216.7% | -45.0% | +261.8% | +269.0% |
| All | +1,348.4% | -16.2% | +1,364.6% | +1,103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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