+225.5%
CRWD vs MAR
+154.9%
+70.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.9% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | -6.8% | -5.4% | -1.4% | -4.1% |
| 3M | +19.6% | -15.5% | +35.1% | +30.0% |
| 6M | +87.1% | +3.0% | +84.1% | +77.8% |
| YTD | +76.4% | +8.5% | +67.9% | +60.5% |
| 1Y | +90.8% | +26.0% | +64.9% | +55.2% |
| 3Y | +380.0% | +68.6% | +311.4% | +217.0% |
| All | +225.5% | +154.9% | +70.6% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling