+218.9%
CRWD vs CNH
+8.8%
+210.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | -2.8% | -2.5% | -0.4% | -2.4% |
| 30D | -5.9% | +27.0% | -32.9% | -11.6% |
| 3M | +29.0% | +32.6% | -3.6% | +19.4% |
| 6M | +91.5% | +23.6% | +67.9% | +78.5% |
| YTD | +78.2% | +47.8% | +30.4% | +55.6% |
| 1Y | +96.6% | +21.3% | +75.4% | +82.6% |
| 3Y | +397.0% | +7.0% | +390.1% | +367.9% |
| 5Y | +218.9% | +10.2% | +208.7% | +199.1% |
| All | +218.9% | +8.8% | +210.1% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling