+106.7%
CRWD vs ITW
+5.8%
+100.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -2.4% | -3.6% | +1.1% | -3.3% |
| 30D | +1.5% | -9.1% | +10.7% | -0.7% |
| 3M | +18.5% | +8.2% | +10.3% | +21.6% |
| 6M | +109.1% | -4.8% | +113.9% | +107.6% |
| YTD | +81.8% | +11.0% | +70.8% | +87.1% |
| 1Y | +106.7% | +4.2% | +102.4% | +131.4% |
| All | +106.7% | +5.8% | +100.9% | +131.4% |
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