+1,325.8%
CRWD vs LOW
+134.2%
+1,191.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.0% | -3.7% | +0.7% | -1.4% |
| 30D | -6.8% | -8.9% | +2.1% | -3.2% |
| 3M | +19.6% | -10.4% | +30.0% | +24.6% |
| 6M | +87.1% | -19.4% | +106.5% | +102.1% |
| YTD | +76.4% | -17.1% | +93.5% | +86.9% |
| 1Y | +90.8% | -26.3% | +117.1% | +113.1% |
| 3Y | +380.0% | -9.9% | +389.9% | +371.5% |
| 5Y | +215.6% | +6.1% | +209.5% | +182.6% |
| All | +1,325.8% | +134.2% | +1,191.6% | +771.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling