+1,325.8%
CRWD vs MA
+126.0%
+1,199.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -3.0% | -1.7% | -1.3% | -2.1% |
| 30D | -6.8% | +1.7% | -8.5% | -7.9% |
| 3M | +19.6% | +17.2% | +2.4% | +9.1% |
| 6M | +87.1% | +13.3% | +73.8% | +73.1% |
| YTD | +76.4% | +0.2% | +76.2% | +74.1% |
| 1Y | +90.8% | -2.7% | +93.5% | +90.6% |
| 3Y | +380.0% | +39.1% | +340.9% | +290.6% |
| 5Y | +215.6% | +68.8% | +146.9% | +132.2% |
| All | +1,325.8% | +126.0% | +1,199.8% | +821.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling