+382.4%
CRWD vs CP
+19.7%
+362.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -7.7% | -0.5% | -7.2% | -7.7% |
| 3M | +28.9% | +0.1% | +28.8% | +28.6% |
| 6M | +91.5% | +7.8% | +83.7% | +85.7% |
| YTD | +77.3% | +22.9% | +54.5% | +63.2% |
| 1Y | +96.3% | +21.3% | +75.0% | +81.3% |
| All | +382.4% | +19.7% | +362.8% | +338.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling