+226.2%
CRWD vs CNH
-11.0%
+237.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | -5.0% | +6.7% | -11.6% | -6.3% |
| 30D | -12.9% | +7.2% | -20.1% | -14.4% |
| 3M | +3.2% | +17.5% | -14.3% | -1.7% |
| 6M | +69.0% | +15.0% | +54.0% | +60.7% |
| YTD | +95.5% | +36.8% | +58.7% | +72.6% |
| 1Y | +64.6% | +27.6% | +36.9% | +48.5% |
| 3Y | +366.7% | +34.3% | +332.4% | +291.3% |
| 5Y | +226.2% | -12.2% | +238.4% | +220.3% |
| All | +226.2% | -11.0% | +237.1% | +220.3% |
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 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