+1,325.8%
CRWD vs ON
+286.5%
+1,039.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.5% | -9.5% | -3.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.8% |
| 30D | -6.8% | -8.6% | +1.8% | -4.3% |
| 3M | +19.6% | -34.3% | +53.9% | +31.9% |
| 6M | +87.1% | +28.5% | +58.6% | +62.6% |
| YTD | +76.4% | +40.6% | +35.8% | +47.3% |
| 1Y | +90.8% | +55.3% | +35.5% | +53.0% |
| 3Y | +380.0% | -22.2% | +402.2% | +347.3% |
| 5Y | +215.6% | +62.4% | +153.3% | +121.8% |
| All | +1,325.8% | +286.5% | +1,039.3% | +610.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling