+225.5%
CRWD vs JAAA
+26.5%
+199.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -6.8% | +0.5% | -7.3% | -7.7% |
| 3M | +19.6% | +1.3% | +18.3% | +16.9% |
| 6M | +87.1% | +2.8% | +84.3% | +78.1% |
| YTD | +76.4% | +3.3% | +73.2% | +66.8% |
| 1Y | +90.8% | +4.9% | +85.9% | +75.8% |
| 3Y | +380.0% | +19.0% | +361.0% | +337.5% |
| All | +225.5% | +26.5% | +199.0% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling