+96.6%
CRWD vs MA
-2.3%
+98.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.8% | -3.5% | +0.6% | -2.5% |
| 30D | -5.9% | +0.7% | -6.6% | -6.3% |
| 3M | +29.0% | +15.8% | +13.2% | +25.1% |
| 6M | +91.5% | +10.2% | +81.3% | +87.1% |
| YTD | +78.2% | -0.5% | +78.7% | +74.3% |
| 1Y | +96.6% | -1.8% | +98.4% | +88.6% |
| All | +96.6% | -2.3% | +98.9% | +88.6% |
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