+216.7%
CRWD vs MSCI
-10.9%
+227.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | +0.9% |
| 7D | -2.3% | -2.1% | -0.3% | -1.1% |
| 30D | -2.1% | -1.7% | -0.3% | -0.9% |
| 3M | +27.5% | -8.2% | +35.7% | +32.9% |
| 6M | +95.8% | -2.4% | +98.3% | +96.9% |
| YTD | +79.2% | -2.8% | +82.0% | +79.1% |
| 1Y | +96.3% | -2.7% | +98.9% | +93.6% |
| 3Y | +399.8% | +7.3% | +392.5% | +339.5% |
| 5Y | +216.7% | -11.4% | +228.2% | +199.0% |
| All | +216.7% | -10.9% | +227.6% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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