+1,340.4%
CRWD vs IR
+126.4%
+1,214.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.8% | -3.1% | +0.2% | -1.7% |
| 30D | -5.9% | -14.0% | +8.1% | -0.2% |
| 3M | +29.0% | +3.7% | +25.3% | +26.5% |
| 6M | +91.5% | -15.4% | +106.9% | +101.3% |
| YTD | +78.2% | -7.7% | +85.9% | +79.0% |
| 1Y | +96.6% | -8.8% | +105.5% | +98.0% |
| 3Y | +397.0% | +5.6% | +391.4% | +363.0% |
| 5Y | +218.9% | +34.3% | +184.5% | +166.0% |
| All | +1,340.4% | +126.4% | +1,214.0% | +958.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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