+411.5%
CRWD vs RF
+92.1%
+319.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | +1.5% | -3.6% | +5.2% | +2.9% |
| 3M | +18.5% | +8.1% | +10.5% | +15.2% |
| 6M | +109.1% | +11.5% | +97.6% | +100.0% |
| YTD | +81.8% | +15.6% | +66.3% | +71.1% |
| 1Y | +106.7% | +15.7% | +91.0% | +94.0% |
| All | +411.5% | +92.1% | +319.5% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling