+388.9%
CRWD vs COMP
-49.2%
+438.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +4.2% |
| 7D | -5.5% | +14.5% | -20.0% | -8.2% |
| 30D | -16.9% | +14.9% | -31.8% | -19.6% |
| 3M | +6.6% | -14.2% | +20.8% | +9.1% |
| 6M | +73.2% | +23.7% | +49.5% | +62.9% |
| YTD | +95.1% | +2.1% | +93.0% | +87.3% |
| 1Y | +69.4% | +26.2% | +43.2% | +55.0% |
| 3Y | +379.3% | +470.9% | -91.6% | +184.0% |
| 5Y | +211.9% | -14.0% | +225.9% | +152.0% |
| All | +388.9% | -49.2% | +438.1% | +321.2% |
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