+389.9%
CRWD vs COMP
-51.7%
+441.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.9% |
| 7D | -5.0% | +2.2% | -7.1% | -5.4% |
| 30D | -12.9% | +16.3% | -29.2% | -16.0% |
| 3M | +3.2% | -19.1% | +22.4% | +7.0% |
| 6M | +69.0% | +17.1% | +51.8% | +60.6% |
| YTD | +95.5% | -2.9% | +98.4% | +89.6% |
| 1Y | +64.6% | +8.8% | +55.8% | +55.4% |
| 3Y | +366.7% | +423.5% | -56.7% | +181.8% |
| 5Y | +226.2% | -10.5% | +236.6% | +163.7% |
| All | +389.9% | -51.7% | +441.6% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling