+1,457.0%
CRWD vs PR
+261.3%
+1,195.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | -7.7% | -9.5% | +1.8% | -6.9% |
| 30D | -17.9% | -5.7% | -12.2% | -17.5% |
| 3M | +0.3% | +3.0% | -2.7% | -0.1% |
| 6M | +71.1% | +11.8% | +59.3% | +68.9% |
| YTD | +92.6% | +58.5% | +34.2% | +83.7% |
| 1Y | +62.0% | +69.9% | -7.9% | +53.3% |
| 3Y | +360.0% | +84.9% | +275.1% | +330.5% |
| 5Y | +220.7% | +246.4% | -25.7% | +183.2% |
| All | +1,457.0% | +261.3% | +1,195.6% | +1,525.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling