+64.6%
CRWD vs IRE
-97.4%
+162.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.7% | +0.9% |
| 7D | -5.0% | -15.1% | +10.2% | -4.7% |
| 30D | -12.9% | -71.4% | +58.5% | -9.5% |
| 3M | +3.2% | -81.2% | +84.4% | +8.0% |
| 6M | +69.0% | -93.7% | +162.7% | +79.3% |
| YTD | +95.5% | -92.2% | +187.7% | +99.1% |
| 1Y | +64.6% | -97.3% | +161.8% | +70.5% |
| All | +64.6% | -97.4% | +162.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling