+225.5%
CRWD vs MO
+99.8%
+125.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.8% | +7.1% | -13.9% | -5.4% |
| 3M | +19.6% | -2.0% | +21.5% | +19.7% |
| 6M | +87.1% | +7.3% | +79.8% | +89.8% |
| YTD | +76.4% | +23.5% | +53.0% | +81.6% |
| 1Y | +90.8% | +11.0% | +79.8% | +94.6% |
| 3Y | +380.0% | +95.0% | +285.0% | +393.9% |
| All | +225.5% | +99.8% | +125.7% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling