+1,348.4%
CRWD vs ON
+260.8%
+1,087.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.1% |
| 7D | -2.3% | -2.2% | -0.2% | -1.7% |
| 30D | -2.1% | -12.4% | +10.4% | +2.0% |
| 3M | +27.5% | -41.2% | +68.7% | +45.7% |
| 6M | +95.8% | +25.0% | +70.8% | +71.7% |
| YTD | +79.2% | +31.3% | +47.9% | +53.1% |
| 1Y | +96.3% | +45.4% | +50.8% | +60.8% |
| 3Y | +399.8% | -27.4% | +427.2% | +376.4% |
| 5Y | +216.7% | +58.5% | +158.3% | +124.6% |
| All | +1,348.4% | +260.8% | +1,087.6% | +637.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling