+399.8%
CRWD vs CNH
+7.5%
+392.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.1% | -1.0% |
| 7D | -2.3% | +8.8% | -11.1% | -3.0% |
| 30D | -2.1% | +24.7% | -26.7% | -4.2% |
| 3M | +27.5% | +27.3% | +0.2% | +24.3% |
| 6M | +95.8% | +23.2% | +72.7% | +91.0% |
| YTD | +79.2% | +48.9% | +30.3% | +67.1% |
| 1Y | +96.3% | +19.4% | +76.9% | +91.9% |
| 3Y | +399.8% | +7.8% | +392.0% | +406.8% |
| All | +399.8% | +7.5% | +392.3% | +406.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling