+1,325.8%
CRWD vs CRH
+238.0%
+1,087.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.0% | -6.1% | +3.1% | -0.3% |
| 30D | -6.8% | -9.3% | +2.5% | -2.9% |
| 3M | +19.6% | -15.2% | +34.8% | +27.8% |
| 6M | +87.1% | -14.2% | +101.3% | +95.6% |
| YTD | +76.4% | -28.3% | +104.7% | +100.3% |
| 1Y | +90.8% | -21.8% | +112.6% | +106.8% |
| 3Y | +380.0% | +71.6% | +308.4% | +250.2% |
| 5Y | +215.6% | +96.6% | +119.0% | +110.5% |
| All | +1,325.8% | +238.0% | +1,087.8% | +611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling