+1,462.8%
CRWD vs MA
+162.9%
+1,300.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +4.5% | +1.3% | +3.2% | +3.8% |
| 30D | -9.1% | +9.6% | -18.7% | -13.7% |
| 3M | +0.5% | +16.8% | -16.3% | -8.1% |
| 6M | +61.1% | +35.2% | +25.9% | +35.4% |
| YTD | +93.4% | +16.6% | +76.8% | +75.5% |
| 1Y | +71.1% | +19.8% | +51.3% | +52.7% |
| 3Y | +351.1% | +70.7% | +280.4% | +227.7% |
| 5Y | +218.8% | +87.4% | +131.4% | +120.4% |
| All | +1,462.8% | +162.9% | +1,300.0% | +828.0% |
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 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