+216.1%
CRWD vs PR
+433.6%
-217.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.4% | +2.9% | -5.3% | -3.1% |
| 30D | +1.5% | +18.0% | -16.5% | -2.3% |
| 3M | +18.5% | +16.9% | +1.7% | +13.9% |
| 6M | +109.1% | +28.2% | +80.9% | +95.4% |
| YTD | +81.8% | +69.3% | +12.5% | +58.6% |
| 1Y | +106.7% | +69.5% | +37.2% | +79.4% |
| 3Y | +428.7% | +81.7% | +347.0% | +342.5% |
| All | +216.1% | +433.6% | -217.5% | +132.3% |
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