+1,325.8%
CRWD vs CNH
+85.8%
+1,240.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -3.0% | -5.7% | +2.7% | -1.8% |
| 30D | -6.8% | +26.6% | -33.3% | -12.3% |
| 3M | +19.6% | +31.1% | -11.5% | +11.2% |
| 6M | +87.1% | +24.9% | +62.2% | +74.2% |
| YTD | +76.4% | +48.7% | +27.7% | +55.7% |
| 1Y | +90.8% | +22.2% | +68.6% | +77.2% |
| 3Y | +380.0% | +7.4% | +372.5% | +349.8% |
| 5Y | +215.6% | +10.8% | +204.8% | +189.6% |
| All | +1,325.8% | +85.8% | +1,240.0% | +1,042.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling