+91.5%
CRWD vs MAR
+5.0%
+86.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -0.8% |
| 7D | +2.2% | -0.5% | +2.6% | +2.0% |
| 30D | -7.7% | -4.7% | -3.0% | -9.6% |
| 3M | +28.9% | -15.6% | +44.5% | +22.5% |
| 6M | +91.5% | +1.2% | +90.3% | +80.2% |
| All | +91.5% | +5.0% | +86.5% | +80.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling