+80.6%
CRWD vs MAR
+62.0%
+18.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.1% |
| 7D | -9.6% | +7.7% | -17.3% | -8.4% |
| 30D | -11.6% | +19.4% | -31.0% | -9.0% |
| 3M | +14.1% | +23.3% | -9.2% | +17.7% |
| 6M | +105.4% | +22.8% | +82.6% | +109.6% |
| YTD | +105.6% | +37.8% | +67.9% | +109.3% |
| 1Y | +80.6% | +57.4% | +23.2% | +82.0% |
| All | +80.6% | +62.0% | +18.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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