+80.6%
CRWD vs JAAA
+4.8%
+75.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -9.6% | +0.2% | -9.8% | -10.4% |
| 30D | -11.6% | +0.4% | -12.0% | -14.0% |
| 3M | +14.1% | +1.2% | +12.9% | +5.1% |
| 6M | +105.4% | +2.3% | +103.1% | +73.1% |
| YTD | +105.6% | +3.9% | +101.8% | +59.3% |
| 1Y | +80.6% | +4.8% | +75.7% | +34.9% |
| All | +80.6% | +4.8% | +75.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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