+206.6%
CRWD vs PR
+225.0%
-18.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.6% |
| 7D | -13.4% | -16.4% | +3.0% | -9.6% |
| 30D | -18.3% | -1.9% | -16.4% | -18.0% |
| 3M | +4.6% | +8.0% | -3.4% | +2.4% |
| 6M | +85.4% | +4.1% | +81.3% | +81.9% |
| YTD | +85.1% | +58.7% | +26.4% | +61.9% |
| 1Y | +62.9% | +75.8% | -12.9% | +38.4% |
| 3Y | +364.5% | +73.2% | +291.3% | +287.9% |
| All | +206.6% | +225.0% | -18.4% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling