+225.5%
CRWD vs CRS
+1,363.4%
-1,137.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -3.0% | -6.8% | +3.8% | -0.9% |
| 30D | -6.8% | -16.1% | +9.3% | -1.5% |
| 3M | +19.6% | -21.2% | +40.8% | +28.4% |
| 6M | +87.1% | +8.7% | +78.4% | +80.0% |
| YTD | +76.4% | +41.0% | +35.4% | +54.9% |
| 1Y | +90.8% | +82.7% | +8.2% | +51.8% |
| 3Y | +380.0% | +604.8% | -224.8% | +148.1% |
| All | +225.5% | +1,363.4% | -1,137.9% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling