+213.5%
CRWD vs M
+22.2%
+191.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | 0.0% |
| 7D | +2.2% | -4.1% | +6.2% | +3.2% |
| 30D | -7.7% | -13.6% | +5.9% | -4.3% |
| 3M | +28.9% | -2.3% | +31.2% | +28.9% |
| 6M | +91.5% | +21.9% | +69.6% | +80.0% |
| YTD | +77.3% | -0.6% | +77.9% | +74.6% |
| 1Y | +96.3% | +29.7% | +66.5% | +78.8% |
| 3Y | +394.5% | +107.3% | +287.2% | +264.0% |
| 5Y | +213.5% | +20.5% | +193.0% | +178.5% |
| All | +213.5% | +22.2% | +191.2% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling