+80.6%
CRWD vs CRS
-3.8%
+84.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -9.6% | +4.3% | -13.9% | -10.0% |
| 30D | -11.6% | -25.5% | +13.9% | -8.5% |
| 3M | +14.1% | -48.7% | +62.8% | +24.9% |
| 6M | +105.4% | -31.6% | +137.1% | +120.9% |
| YTD | +105.6% | -7.0% | +112.7% | +113.4% |
| 1Y | +80.6% | -4.5% | +85.1% | +85.5% |
| All | +80.6% | -3.8% | +84.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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