+1,369.7%
CRWD vs PM
+239.2%
+1,130.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -2.4% | -4.9% | +2.5% | -1.9% |
| 30D | +1.5% | -3.4% | +4.9% | +1.8% |
| 3M | +18.5% | +5.2% | +13.4% | +17.1% |
| 6M | +109.1% | +3.7% | +105.4% | +106.2% |
| YTD | +81.8% | +15.8% | +66.1% | +75.3% |
| 1Y | +106.7% | +17.4% | +89.3% | +98.1% |
| 3Y | +428.7% | +116.9% | +311.8% | +332.2% |
| 5Y | +206.4% | +117.3% | +89.0% | +146.4% |
| All | +1,369.7% | +239.2% | +1,130.5% | +928.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling