+80.6%
CRWD vs CTAS
+25.6%
+54.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -0.9% |
| 7D | -9.6% | +7.6% | -17.2% | -7.8% |
| 30D | -11.6% | +17.2% | -28.8% | -8.0% |
| 3M | +14.1% | +12.8% | +1.3% | +18.0% |
| 6M | +105.4% | +38.0% | +67.5% | +114.0% |
| YTD | +105.6% | +22.7% | +82.9% | +114.0% |
| 1Y | +80.6% | +25.6% | +54.9% | +90.5% |
| All | +80.6% | +25.6% | +54.9% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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