+225.5%
CRWD vs CTVA
+102.9%
+122.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.0% | -4.5% | +1.5% | -1.9% |
| 30D | -6.8% | +11.3% | -18.1% | -9.5% |
| 3M | +19.6% | +12.3% | +7.3% | +14.5% |
| 6M | +87.1% | +7.2% | +79.9% | +81.0% |
| YTD | +76.4% | +26.0% | +50.4% | +61.9% |
| 1Y | +90.8% | +16.0% | +74.8% | +79.1% |
| 3Y | +380.0% | +73.9% | +306.1% | +285.8% |
| All | +225.5% | +102.9% | +122.6% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling