+90.8%
CRWD vs PM
+19.3%
+71.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.7% |
| 7D | -3.0% | +4.7% | -7.7% | -1.1% |
| 30D | -6.8% | +2.6% | -9.4% | -5.7% |
| 3M | +19.6% | +6.6% | +13.0% | +22.8% |
| 6M | +87.1% | +16.5% | +70.6% | +96.0% |
| YTD | +76.4% | +21.2% | +55.2% | +88.0% |
| 1Y | +90.8% | +17.9% | +72.9% | +95.4% |
| All | +90.8% | +19.3% | +71.5% | +95.4% |
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