+1,333.1%
CRWD vs MAR
+159.3%
+1,173.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.2% | -0.5% | +2.6% | +2.3% |
| 30D | -7.7% | -4.7% | -3.0% | -6.4% |
| 3M | +28.9% | -15.6% | +44.5% | +35.5% |
| 6M | +91.5% | +1.2% | +90.3% | +87.8% |
| YTD | +77.3% | +7.5% | +69.8% | +69.5% |
| 1Y | +96.3% | +26.6% | +69.6% | +76.0% |
| 3Y | +394.5% | +66.0% | +328.5% | +307.4% |
| 5Y | +213.5% | +154.1% | +59.4% | +133.8% |
| All | +1,333.1% | +159.3% | +1,173.8% | +998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling