+1,333.1%
CRWD vs JBL
+1,107.9%
+225.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | +2.2% | +4.0% | -1.8% | +0.7% |
| 30D | -7.7% | -7.5% | -0.2% | -5.2% |
| 3M | +28.9% | -14.1% | +42.9% | +35.0% |
| 6M | +91.5% | +25.9% | +65.6% | +71.1% |
| YTD | +77.3% | +36.7% | +40.7% | +52.0% |
| 1Y | +96.3% | +49.0% | +47.3% | +61.5% |
| 3Y | +394.5% | +191.8% | +202.7% | +200.2% |
| 5Y | +213.5% | +409.8% | -196.3% | +50.1% |
| All | +1,333.1% | +1,107.9% | +225.2% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling