+1,325.8%
CRWD vs PSX
+309.1%
+1,016.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -6.8% | +15.6% | -22.4% | -8.9% |
| 3M | +19.6% | +46.5% | -26.9% | +12.5% |
| 6M | +87.1% | +55.0% | +32.1% | +74.1% |
| YTD | +76.4% | +105.3% | -28.9% | +56.8% |
| 1Y | +90.8% | +101.6% | -10.8% | +69.7% |
| 3Y | +380.0% | +134.1% | +245.8% | +311.6% |
| 5Y | +215.6% | +368.7% | -153.1% | +147.4% |
| All | +1,325.8% | +309.1% | +1,016.7% | +727.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling