+351.1%
CRWD vs M
+158.0%
+193.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +4.5% | +7.0% | -2.5% | +3.2% |
| 30D | -9.1% | +8.9% | -18.0% | -10.5% |
| 3M | +0.5% | +4.5% | -4.0% | -0.5% |
| 6M | +61.1% | +36.2% | +24.9% | +51.4% |
| YTD | +93.4% | +15.1% | +78.2% | +86.3% |
| 1Y | +71.1% | +27.4% | +43.7% | +60.9% |
| 3Y | +351.1% | +160.1% | +190.9% | +275.7% |
| All | +351.1% | +158.0% | +193.1% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling