+384.9%
CRWD vs IT
-51.9%
+436.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.8% | -12.7% | +9.9% | +1.4% |
| 30D | -5.9% | -8.9% | +3.0% | -3.1% |
| 3M | +29.0% | +10.1% | +18.8% | +22.9% |
| 6M | +91.5% | +7.3% | +84.2% | +83.6% |
| YTD | +78.2% | -32.4% | +110.6% | +99.9% |
| 1Y | +96.6% | -26.6% | +123.3% | +111.7% |
| All | +384.9% | -51.9% | +436.8% | +561.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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