+379.3%
CRWD vs CSX
+73.0%
+306.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.7% |
| 7D | -5.5% | -2.2% | -3.3% | -4.9% |
| 30D | -16.9% | +6.8% | -23.7% | -18.4% |
| 3M | +6.6% | +0.7% | +5.9% | +6.3% |
| 6M | +73.2% | +13.3% | +60.0% | +66.7% |
| YTD | +95.1% | +40.5% | +54.5% | +71.5% |
| 1Y | +69.4% | +44.7% | +24.7% | +47.0% |
| 3Y | +379.3% | +74.5% | +304.8% | +297.3% |
| All | +379.3% | +73.0% | +306.4% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 3y: compounded portfolio wealth divided by compounded CSX 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…
3y analysis · Full analysis span regression · 6 months rolling