+80.6%
CRWD vs ON
+41.6%
+38.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -9.6% | -5.8% | -3.8% | -9.1% |
| 30D | -11.6% | -17.1% | +5.5% | -10.3% |
| 3M | +14.1% | -11.8% | +25.9% | +15.1% |
| 6M | +105.4% | -30.2% | +135.6% | +107.9% |
| YTD | +105.6% | +31.6% | +74.1% | +89.5% |
| 1Y | +80.6% | +47.6% | +33.0% | +62.7% |
| All | +80.6% | +41.6% | +38.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling