+1,348.4%
CRWD vs O
+23.7%
+1,324.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | -0.6% | -1.8% | -2.2% |
| 30D | -2.1% | -2.0% | -0.1% | -1.7% |
| 3M | +27.5% | +3.0% | +24.5% | +26.4% |
| 6M | +95.8% | -3.6% | +99.5% | +96.5% |
| YTD | +79.2% | +12.1% | +67.2% | +72.7% |
| 1Y | +96.3% | +8.9% | +87.4% | +90.2% |
| 3Y | +399.8% | +30.3% | +369.4% | +354.3% |
| 5Y | +216.7% | +13.7% | +203.0% | +199.8% |
| All | +1,348.4% | +23.7% | +1,324.7% | +1,383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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