+226.2%
CRWD vs MA
+89.9%
+136.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -5.0% | -1.8% | -3.2% | -3.7% |
| 30D | -12.9% | +11.0% | -23.9% | -19.3% |
| 3M | +3.2% | +17.9% | -14.6% | -8.7% |
| 6M | +69.0% | +33.2% | +35.8% | +35.6% |
| YTD | +95.5% | +16.5% | +79.0% | +72.4% |
| 1Y | +64.6% | +19.1% | +45.5% | +42.2% |
| 3Y | +366.7% | +70.6% | +296.2% | +188.2% |
| 5Y | +226.2% | +92.1% | +134.0% | +77.9% |
| All | +226.2% | +89.9% | +136.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling