+80.6%
CRWD vs CNC
+122.0%
-41.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.6% | -14.1% | -1.8% |
| 7D | -9.6% | +13.4% | -23.0% | -9.9% |
| 30D | -11.6% | +18.2% | -29.8% | -12.1% |
| 3M | +14.1% | +18.6% | -4.5% | +13.6% |
| 6M | +105.4% | +41.9% | +63.5% | +104.3% |
| YTD | +105.6% | +84.7% | +20.9% | +97.9% |
| 1Y | +80.6% | +110.5% | -29.9% | +74.1% |
| All | +80.6% | +122.0% | -41.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling