+206.6%
CRWD vs PL
+20.8%
+185.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -2.2% |
| 7D | -13.4% | -6.8% | -6.6% | -12.2% |
| 30D | -18.3% | -29.3% | +11.0% | -12.7% |
| 3M | +4.6% | -44.8% | +49.3% | +16.6% |
| 6M | +85.4% | -68.4% | +153.7% | +124.9% |
| YTD | +85.1% | -36.4% | +121.4% | +88.5% |
| 1Y | +62.9% | +0.7% | +62.2% | +47.9% |
| 3Y | +364.5% | +455.3% | -90.8% | +140.7% |
| All | +206.6% | +20.8% | +185.9% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling