+213.5%
CRWD vs MA
+66.7%
+146.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +2.2% | -3.5% | +5.7% | +4.6% |
| 30D | -7.7% | +0.8% | -8.5% | -8.5% |
| 3M | +28.9% | +14.8% | +14.1% | +16.1% |
| 6M | +91.5% | +10.0% | +81.5% | +76.7% |
| YTD | +77.3% | -0.1% | +77.4% | +74.9% |
| 1Y | +96.3% | -2.2% | +98.5% | +95.4% |
| 3Y | +394.5% | +39.3% | +355.2% | +264.9% |
| 5Y | +213.5% | +66.3% | +147.1% | +98.1% |
| All | +213.5% | +66.7% | +146.8% | +98.1% |
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