+1,325.8%
CRWD vs CTVA
+265.8%
+1,060.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.0% | -4.5% | +1.5% | -1.7% |
| 30D | -6.8% | +11.3% | -18.1% | -9.9% |
| 3M | +19.6% | +12.3% | +7.3% | +14.2% |
| 6M | +87.1% | +7.2% | +79.9% | +80.7% |
| YTD | +76.4% | +26.0% | +50.4% | +61.6% |
| 1Y | +90.8% | +16.0% | +74.8% | +78.5% |
| 3Y | +380.0% | +73.9% | +306.1% | +286.0% |
| 5Y | +215.6% | +103.8% | +111.8% | +138.9% |
| All | +1,325.8% | +265.8% | +1,060.0% | +733.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling