+106.7%
CRWD vs CNP
+7.2%
+99.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.2% |
| 7D | -2.4% | +1.1% | -3.5% | -1.9% |
| 30D | +1.5% | -1.8% | +3.4% | +0.6% |
| 3M | +18.5% | -4.6% | +23.2% | +16.1% |
| 6M | +109.1% | -8.8% | +117.9% | +102.7% |
| YTD | +81.8% | +5.2% | +76.6% | +85.7% |
| 1Y | +106.7% | +8.3% | +98.4% | +114.6% |
| All | +106.7% | +7.2% | +99.4% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling