+382.4%
CRWD vs PM
+124.8%
+257.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | +2.2% | -1.2% | +3.3% | +2.0% |
| 30D | -7.7% | -0.2% | -7.6% | -7.7% |
| 3M | +28.9% | +4.9% | +24.0% | +29.5% |
| 6M | +91.5% | +9.0% | +82.4% | +92.6% |
| YTD | +77.3% | +17.8% | +59.5% | +78.4% |
| 1Y | +96.3% | +16.8% | +79.5% | +97.7% |
| All | +382.4% | +124.8% | +257.7% | +388.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling