+415.3%
CRWD vs IP
+21.5%
+393.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -2.4% | -5.3% | +2.8% | -1.8% |
| 30D | +1.5% | -10.9% | +12.4% | +2.9% |
| 3M | +18.5% | +11.2% | +7.4% | +15.8% |
| 6M | +109.1% | -10.2% | +119.3% | +110.5% |
| YTD | +81.8% | -2.0% | +83.8% | +80.2% |
| 1Y | +106.7% | -19.1% | +125.8% | +112.1% |
| All | +415.3% | +21.5% | +393.8% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling