+1,457.0%
CRWD vs RF
+167.6%
+1,289.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -7.7% | +0.3% | -8.1% | -7.8% |
| 30D | -17.9% | +6.2% | -24.1% | -19.2% |
| 3M | +0.3% | -7.8% | +8.1% | +2.3% |
| 6M | +71.1% | +5.9% | +65.2% | +68.1% |
| YTD | +92.6% | +9.0% | +83.6% | +87.2% |
| 1Y | +62.0% | +19.3% | +42.7% | +53.6% |
| 3Y | +360.0% | +116.4% | +243.6% | +275.5% |
| 5Y | +220.7% | +46.0% | +174.7% | +181.8% |
| All | +1,457.0% | +167.6% | +1,289.4% | +952.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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