+1,340.4%
CRWD vs MO
+134.4%
+1,206.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.9% |
| 30D | -5.9% | +5.8% | -11.7% | -5.9% |
| 3M | +29.0% | -4.5% | +33.5% | +29.0% |
| 6M | +91.5% | +5.7% | +85.7% | +90.5% |
| YTD | +78.2% | +23.1% | +55.1% | +75.4% |
| 1Y | +96.6% | +10.9% | +85.7% | +94.8% |
| 3Y | +397.0% | +96.1% | +300.9% | +355.2% |
| 5Y | +218.9% | +100.1% | +118.8% | +188.2% |
| All | +1,340.4% | +134.4% | +1,206.0% | +1,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling