+80.6%
CRWD vs MO
+45.9%
+34.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.7% |
| 7D | -9.6% | +6.9% | -16.5% | -5.9% |
| 30D | -11.6% | +14.9% | -26.5% | -4.2% |
| 3M | +14.1% | +16.4% | -2.3% | +24.9% |
| 6M | +105.4% | +9.6% | +95.9% | +122.5% |
| YTD | +105.6% | +41.8% | +63.8% | +137.2% |
| 1Y | +80.6% | +45.3% | +35.2% | +110.1% |
| All | +80.6% | +45.9% | +34.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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