+225.5%
CRWD vs CRH
+93.9%
+131.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.0% | -6.1% | +3.1% | +0.1% |
| 30D | -6.8% | -9.3% | +2.5% | -2.4% |
| 3M | +19.6% | -15.2% | +34.8% | +28.9% |
| 6M | +87.1% | -14.2% | +101.3% | +96.1% |
| YTD | +76.4% | -28.3% | +104.7% | +104.2% |
| 1Y | +90.8% | -21.8% | +112.6% | +108.4% |
| 3Y | +380.0% | +71.6% | +308.4% | +209.3% |
| All | +225.5% | +93.9% | +131.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 5y: compounded portfolio wealth divided by compounded CRH 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…
5y analysis · Full analysis span regression · 6 months rolling