+1,485.3%
CRWD vs CNH
+63.8%
+1,421.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +1.3% |
| 7D | +5.8% | +6.4% | -0.6% | +4.3% |
| 30D | -12.0% | -1.6% | -10.4% | -11.8% |
| 3M | +3.6% | +11.6% | -7.9% | +0.1% |
| 6M | +68.3% | +12.5% | +55.8% | +61.0% |
| YTD | +96.2% | +31.1% | +65.1% | +77.5% |
| 1Y | +68.4% | +17.0% | +51.5% | +57.2% |
| 3Y | +368.4% | +28.7% | +339.6% | +313.2% |
| 5Y | +223.4% | -17.4% | +240.8% | +216.0% |
| All | +1,485.3% | +63.8% | +1,421.5% | +1,202.8% |
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 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