+474.6%
CRWD vs JAAA
+29.3%
+445.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | -7.7% | +0.5% | -8.2% | -8.6% |
| 3M | +28.9% | +1.2% | +27.6% | +25.6% |
| 6M | +91.5% | +2.7% | +88.7% | +81.3% |
| YTD | +77.3% | +3.2% | +74.1% | +66.5% |
| 1Y | +96.3% | +4.8% | +91.5% | +79.0% |
| 3Y | +394.5% | +19.0% | +375.5% | +317.3% |
| 5Y | +213.5% | +26.8% | +186.7% | +157.9% |
| All | +474.6% | +29.3% | +445.3% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling