+90.8%
CRWD vs CP
+20.2%
+70.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.0% |
| 7D | -3.0% | -2.6% | -0.4% | -3.3% |
| 30D | -6.8% | -3.7% | -3.0% | -7.4% |
| 3M | +19.6% | +0.1% | +19.5% | +19.7% |
| 6M | +87.1% | +7.8% | +79.2% | +88.2% |
| YTD | +76.4% | +21.7% | +54.7% | +81.8% |
| 1Y | +90.8% | +18.6% | +72.2% | +98.8% |
| All | +90.8% | +20.2% | +70.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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