+225.5%
CRWD vs ITOT
+74.3%
+151.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -2.4% |
| 7D | -3.0% | -0.9% | -2.1% | -1.5% |
| 30D | -6.8% | -1.5% | -5.3% | -4.2% |
| 3M | +19.6% | +3.6% | +16.0% | +13.5% |
| 6M | +87.1% | +13.7% | +73.4% | +52.2% |
| YTD | +76.4% | +12.9% | +63.5% | +45.4% |
| 1Y | +90.8% | +17.2% | +73.6% | +48.5% |
| 3Y | +380.0% | +75.6% | +304.4% | +95.7% |
| All | +225.5% | +74.3% | +151.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling