+232.4%
CRWD vs S
-56.9%
+289.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -5.9% | -11.8% | +5.9% | +1.2% |
| 3M | +29.0% | +33.9% | -5.0% | +11.8% |
| 6M | +91.5% | +40.1% | +51.4% | +60.9% |
| YTD | +78.2% | +32.1% | +46.2% | +54.7% |
| 1Y | +96.6% | +11.0% | +85.6% | +84.1% |
| 3Y | +397.0% | +16.9% | +380.1% | +315.4% |
| 5Y | +218.9% | -68.9% | +287.8% | +340.6% |
| All | +232.4% | -56.9% | +289.4% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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