+213.5%
CRWD vs PM
+127.1%
+86.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | +2.2% | -1.2% | +3.3% | +2.1% |
| 30D | -7.7% | -0.2% | -7.6% | -7.7% |
| 3M | +28.9% | +4.9% | +24.0% | +29.1% |
| 6M | +91.5% | +9.0% | +82.4% | +91.8% |
| YTD | +77.3% | +17.8% | +59.5% | +77.4% |
| 1Y | +96.3% | +16.8% | +79.5% | +96.4% |
| 3Y | +394.5% | +125.4% | +269.1% | +387.1% |
| 5Y | +213.5% | +128.7% | +84.8% | +203.0% |
| All | +213.5% | +127.1% | +86.3% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling