+1,485.3%
CRWD vs MSCI
+198.4%
+1,286.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | +5.8% | -0.7% | +6.5% | +6.2% |
| 30D | -12.0% | +16.2% | -28.2% | -20.0% |
| 3M | +3.6% | +16.1% | -12.5% | -5.8% |
| 6M | +68.3% | +12.9% | +55.4% | +53.8% |
| YTD | +96.2% | +14.8% | +81.3% | +76.3% |
| 1Y | +68.4% | +13.8% | +54.7% | +52.0% |
| 3Y | +368.4% | +31.2% | +337.1% | +265.7% |
| 5Y | +223.4% | +5.6% | +217.9% | +183.3% |
| All | +1,485.3% | +198.4% | +1,286.9% | +599.2% |
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