+415.3%
CRWD vs PR
+73.2%
+342.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.4% | +2.9% | -5.3% | -3.2% |
| 30D | +1.5% | +18.0% | -16.5% | -3.2% |
| 3M | +18.5% | +16.9% | +1.7% | +12.8% |
| 6M | +109.1% | +28.2% | +80.9% | +91.2% |
| YTD | +81.8% | +69.3% | +12.5% | +50.8% |
| 1Y | +106.7% | +69.5% | +37.2% | +70.2% |
| All | +415.3% | +73.2% | +342.1% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling