+1,369.7%
CRWD vs P
+537.1%
+832.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | -2.4% | +6.5% | -9.0% | -4.8% |
| 30D | +1.5% | +18.8% | -17.3% | -6.9% |
| 3M | +18.5% | +26.7% | -8.2% | +4.7% |
| 6M | +109.1% | +62.2% | +46.9% | +63.8% |
| YTD | +81.8% | +48.5% | +33.3% | +46.0% |
| 1Y | +106.7% | +26.4% | +80.3% | +70.9% |
| 3Y | +428.7% | +159.4% | +269.3% | +185.2% |
| 5Y | +206.4% | +275.8% | -69.4% | +37.5% |
| All | +1,369.7% | +537.1% | +832.6% | +418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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