+1,340.4%
CRWD vs M
+26.0%
+1,314.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.2% |
| 7D | -2.8% | -8.8% | +5.9% | -1.6% |
| 30D | -5.9% | -16.4% | +10.5% | -3.5% |
| 3M | +29.0% | -10.8% | +39.8% | +30.7% |
| 6M | +91.5% | +16.1% | +75.4% | +86.4% |
| YTD | +78.2% | -5.3% | +83.5% | +78.0% |
| 1Y | +96.6% | +24.9% | +71.8% | +88.1% |
| 3Y | +397.0% | +97.5% | +299.5% | +333.4% |
| 5Y | +218.9% | +20.4% | +198.5% | +196.4% |
| All | +1,340.4% | +26.0% | +1,314.4% | +1,580.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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