+1,369.7%
CRWD vs MSCI
+162.5%
+1,207.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +1.5% | +0.6% | +1.0% | +1.3% |
| 3M | +18.5% | -7.1% | +25.6% | +22.8% |
| 6M | +109.1% | +0.8% | +108.3% | +106.2% |
| YTD | +81.8% | +1.0% | +80.9% | +77.7% |
| 1Y | +106.7% | +4.3% | +102.3% | +95.5% |
| 3Y | +428.7% | +9.9% | +418.7% | +364.2% |
| 5Y | +206.4% | -6.8% | +213.1% | +190.9% |
| All | +1,369.7% | +162.5% | +1,207.2% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling