+91.5%
CRWD vs CTVA
+10.7%
+80.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.6% |
| 7D | +2.2% | -5.8% | +8.0% | -0.4% |
| 30D | -7.7% | +11.1% | -18.8% | -4.4% |
| 3M | +28.9% | +13.2% | +15.7% | +33.8% |
| 6M | +91.5% | +8.7% | +82.7% | +91.9% |
| All | +91.5% | +10.7% | +80.8% | +91.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling