+1,348.4%
CRWD vs CNP
+70.7%
+1,277.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | -2.3% | +1.6% | -4.0% | -2.7% |
| 30D | -2.1% | -0.8% | -1.3% | -1.9% |
| 3M | +27.5% | -3.6% | +31.1% | +28.2% |
| 6M | +95.8% | -6.9% | +102.8% | +98.0% |
| YTD | +79.2% | +6.4% | +72.8% | +75.2% |
| 1Y | +96.3% | +9.9% | +86.3% | +90.0% |
| 3Y | +399.8% | +53.1% | +346.7% | +339.1% |
| 5Y | +216.7% | +72.0% | +144.8% | +168.4% |
| All | +1,348.4% | +70.7% | +1,277.8% | +1,037.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling