+380.0%
CRWD vs JBL
+195.4%
+184.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.1% | -2.5% |
| 7D | -3.0% | +2.4% | -5.4% | -3.8% |
| 30D | -6.8% | -13.1% | +6.3% | -2.9% |
| 3M | +19.6% | -15.6% | +35.2% | +24.9% |
| 6M | +87.1% | +24.6% | +62.5% | +70.0% |
| YTD | +76.4% | +39.6% | +36.8% | +52.6% |
| 1Y | +90.8% | +48.6% | +42.2% | +60.2% |
| 3Y | +380.0% | +197.3% | +182.7% | +222.8% |
| All | +380.0% | +195.4% | +184.5% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling