+80.6%
CRWD vs ITW
+24.0%
+56.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -0.8% |
| 7D | -9.6% | +6.3% | -15.9% | -7.9% |
| 30D | -11.6% | +11.1% | -22.7% | -8.9% |
| 3M | +14.1% | +0.1% | +14.0% | +14.0% |
| 6M | +105.4% | +18.1% | +87.4% | +118.0% |
| YTD | +105.6% | +21.4% | +84.2% | +124.0% |
| 1Y | +80.6% | +22.9% | +57.7% | +97.9% |
| All | +80.6% | +24.0% | +56.5% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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