+1,348.4%
CRWD vs RUN
-43.0%
+1,391.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -2.1% |
| 7D | -2.3% | +10.2% | -12.5% | -4.1% |
| 30D | -2.1% | -9.6% | +7.6% | -0.7% |
| 3M | +27.5% | -31.5% | +59.0% | +34.8% |
| 6M | +95.8% | -18.7% | +114.5% | +99.4% |
| YTD | +79.2% | -49.9% | +129.1% | +94.0% |
| 1Y | +96.3% | -45.5% | +141.8% | +106.7% |
| 3Y | +399.8% | -34.1% | +433.9% | +287.6% |
| 5Y | +216.7% | -79.4% | +296.2% | +199.4% |
| All | +1,348.4% | -43.0% | +1,391.4% | +666.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 all: compounded portfolio wealth divided by compounded RUN 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…
all analysis · Full analysis span regression · 6 months rolling