+1,369.7%
CRWD vs M
+41.7%
+1,328.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.4% | +4.7% | -7.2% | -3.1% |
| 30D | +1.5% | -9.6% | +11.2% | +3.0% |
| 3M | +18.5% | +0.9% | +17.7% | +18.1% |
| 6M | +109.1% | +22.3% | +86.8% | +102.0% |
| YTD | +81.8% | +6.5% | +75.3% | +78.7% |
| 1Y | +106.7% | +38.8% | +67.9% | +94.7% |
| 3Y | +428.7% | +115.9% | +312.8% | +355.1% |
| 5Y | +206.4% | +28.6% | +177.7% | +180.5% |
| All | +1,369.7% | +41.7% | +1,328.0% | +1,586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling