+382.4%
CRWD vs IR
+5.7%
+376.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.3% |
| 7D | +2.2% | -1.9% | +4.0% | +2.9% |
| 30D | -7.7% | -15.0% | +7.3% | -2.3% |
| 3M | +28.9% | -0.4% | +29.3% | +28.4% |
| 6M | +91.5% | -15.0% | +106.5% | +100.9% |
| YTD | +77.3% | -7.1% | +84.4% | +76.2% |
| 1Y | +96.3% | -7.5% | +103.8% | +95.0% |
| All | +382.4% | +5.7% | +376.8% | +331.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling