+80.6%
CRWD vs MA
+24.3%
+56.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.8% |
| 7D | -9.6% | +10.2% | -19.8% | -10.4% |
| 30D | -11.6% | +19.3% | -30.9% | -13.8% |
| 3M | +14.1% | +18.0% | -3.9% | +11.0% |
| 6M | +105.4% | +33.7% | +71.7% | +93.7% |
| YTD | +105.6% | +18.6% | +87.1% | +98.8% |
| 1Y | +80.6% | +22.5% | +58.1% | +74.3% |
| All | +80.6% | +24.3% | +56.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling