+1,333.1%
CRWD vs OMC
+28.3%
+1,304.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | +2.2% | -4.2% | +6.4% | +3.1% |
| 30D | -7.7% | -7.5% | -0.2% | -6.1% |
| 3M | +28.9% | +4.6% | +24.2% | +27.4% |
| 6M | +91.5% | -4.8% | +96.3% | +92.8% |
| YTD | +77.3% | -1.0% | +78.3% | +76.4% |
| 1Y | +96.3% | +3.8% | +92.4% | +92.3% |
| 3Y | +394.5% | +10.2% | +384.3% | +374.0% |
| 5Y | +213.5% | +29.7% | +183.8% | +194.9% |
| All | +1,333.1% | +28.3% | +1,304.8% | +1,408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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