+1,369.7%
CRWD vs CNH
+97.0%
+1,272.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.7% |
| 7D | -2.4% | +23.3% | -25.7% | -7.1% |
| 30D | +1.5% | +33.5% | -31.9% | -5.5% |
| 3M | +18.5% | +32.7% | -14.2% | +10.1% |
| 6M | +109.1% | +22.2% | +86.9% | +96.3% |
| YTD | +81.8% | +57.7% | +24.2% | +58.5% |
| 1Y | +106.7% | +28.0% | +78.7% | +90.3% |
| 3Y | +428.7% | +11.5% | +417.2% | +392.5% |
| 5Y | +206.4% | +11.9% | +194.5% | +180.7% |
| All | +1,369.7% | +97.0% | +1,272.6% | +1,063.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling