+1,340.4%
CRWD vs PM
+252.6%
+1,087.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -2.8% | +1.9% | -4.8% | -3.1% |
| 30D | -5.9% | +1.9% | -7.8% | -6.2% |
| 3M | +29.0% | +4.6% | +24.4% | +27.7% |
| 6M | +91.5% | +11.7% | +79.8% | +86.9% |
| YTD | +78.2% | +20.4% | +57.9% | +71.0% |
| 1Y | +96.6% | +19.0% | +77.7% | +88.7% |
| 3Y | +397.0% | +130.4% | +266.6% | +302.2% |
| 5Y | +218.9% | +131.5% | +87.4% | +153.0% |
| All | +1,340.4% | +252.6% | +1,087.8% | +903.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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