+1,348.4%
CRWD vs CTAS
+271.4%
+1,077.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.1% | -1.0% | -1.1% | -1.7% |
| 3M | +27.5% | +15.8% | +11.8% | +17.9% |
| 6M | +95.8% | -1.0% | +96.8% | +94.3% |
| YTD | +79.2% | +7.4% | +71.8% | +70.6% |
| 1Y | +96.3% | -0.1% | +96.4% | +93.0% |
| 3Y | +399.8% | +66.3% | +333.5% | +273.0% |
| 5Y | +216.7% | +111.0% | +105.8% | +112.9% |
| All | +1,348.4% | +271.4% | +1,077.0% | +801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling