+71.1%
CRWD vs PM
+32.3%
+38.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.0% |
| 7D | +4.5% | +0.5% | +3.9% | +4.7% |
| 30D | -9.1% | -3.2% | -5.9% | -9.7% |
| 3M | +0.5% | +6.2% | -5.7% | +3.4% |
| 6M | +61.1% | +7.7% | +53.5% | +68.4% |
| YTD | +93.4% | +27.3% | +66.1% | +105.7% |
| 1Y | +71.1% | +32.8% | +38.3% | +85.1% |
| All | +71.1% | +32.3% | +38.8% | +85.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling