+256.7%
CRWD vs PR
+273.3%
-16.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +4.5% | +6.0% | -1.5% | +3.0% |
| 30D | -9.1% | -4.2% | -4.9% | -8.2% |
| 3M | +0.5% | +10.0% | -9.5% | -2.1% |
| 6M | +61.1% | +15.6% | +45.5% | +54.3% |
| YTD | +93.4% | +68.2% | +25.2% | +66.7% |
| 1Y | +71.1% | +79.2% | -8.1% | +44.7% |
| 3Y | +351.1% | +94.9% | +256.1% | +266.6% |
| All | +256.7% | +273.3% | -16.6% | +144.8% |
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