+96.3%
CRWD vs PR
+74.4%
+21.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.4% |
| 7D | -2.3% | -0.6% | -1.8% | -2.4% |
| 30D | -2.1% | +17.4% | -19.4% | -1.7% |
| 3M | +27.5% | +21.8% | +5.8% | +28.3% |
| 6M | +95.8% | +27.6% | +68.2% | +94.5% |
| YTD | +79.2% | +71.4% | +7.8% | +76.5% |
| 1Y | +96.3% | +78.3% | +17.9% | +86.4% |
| All | +96.3% | +74.4% | +21.8% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling