+379.3%
CRWD vs RF
+115.2%
+264.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.6% |
| 7D | -5.5% | -0.1% | -5.3% | -5.4% |
| 30D | -16.9% | +7.0% | -23.9% | -18.9% |
| 3M | +6.6% | -7.0% | +13.6% | +9.4% |
| 6M | +73.2% | +6.8% | +66.5% | +68.3% |
| YTD | +95.1% | +9.9% | +85.1% | +86.1% |
| 1Y | +69.4% | +21.1% | +48.3% | +54.7% |
| 3Y | +379.3% | +119.6% | +259.7% | +274.8% |
| All | +379.3% | +115.2% | +264.1% | +274.8% |
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