+1,348.4%
CRWD vs IT
+9.5%
+1,338.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | +1.3% |
| 7D | -2.3% | -9.1% | +6.8% | +1.1% |
| 30D | -2.1% | -7.0% | +5.0% | +0.5% |
| 3M | +27.5% | +7.6% | +19.9% | +21.0% |
| 6M | +95.8% | +2.1% | +93.7% | +88.9% |
| YTD | +79.2% | -31.6% | +110.8% | +101.2% |
| 1Y | +96.3% | -29.9% | +126.2% | +115.8% |
| 3Y | +399.8% | -51.3% | +451.0% | +528.7% |
| 5Y | +216.7% | -44.8% | +261.5% | +274.2% |
| All | +1,348.4% | +9.5% | +1,338.9% | +1,097.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling