+1,333.1%
CRWD vs CRS
+1,077.2%
+255.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -7.7% | -18.1% | +10.4% | -3.8% |
| 3M | +28.9% | -12.4% | +41.3% | +32.4% |
| 6M | +91.5% | +15.9% | +75.5% | +84.5% |
| YTD | +77.3% | +45.8% | +31.5% | +62.2% |
| 1Y | +96.3% | +87.8% | +8.5% | +69.2% |
| 3Y | +394.5% | +648.7% | -254.2% | +231.2% |
| 5Y | +213.5% | +1,416.6% | -1,203.2% | +87.0% |
| All | +1,333.1% | +1,077.2% | +255.9% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling