+1,369.7%
CRWD vs MA
+129.9%
+1,239.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -1.0% |
| 30D | +1.5% | +1.5% | 0.0% | +0.4% |
| 3M | +18.5% | +20.4% | -1.9% | +6.4% |
| 6M | +109.1% | +11.1% | +97.9% | +95.5% |
| YTD | +81.8% | +2.0% | +79.9% | +77.8% |
| 1Y | +106.7% | -2.2% | +108.8% | +105.8% |
| 3Y | +428.7% | +41.9% | +386.8% | +325.6% |
| 5Y | +206.4% | +75.4% | +131.0% | +121.4% |
| All | +1,369.7% | +129.9% | +1,239.7% | +840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling