+384.9%
CRWD vs MAR
+63.6%
+321.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.8% | -2.1% | -0.8% | -2.0% |
| 30D | -5.9% | -5.7% | -0.2% | -3.7% |
| 3M | +29.0% | -14.6% | +43.6% | +37.2% |
| 6M | +91.5% | +1.3% | +90.1% | +82.8% |
| YTD | +78.2% | +6.7% | +71.5% | +63.1% |
| 1Y | +96.6% | +26.4% | +70.2% | +57.7% |
| All | +384.9% | +63.6% | +321.3% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling