+256.7%
CRWD vs S
-71.1%
+327.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +4.5% | +2.0% | +2.5% | +3.1% |
| 30D | -9.1% | -2.7% | -6.4% | -7.8% |
| 3M | +0.5% | -6.9% | +7.4% | +5.0% |
| 6M | +61.1% | +38.1% | +23.1% | +35.5% |
| YTD | +93.4% | +48.0% | +45.4% | +56.5% |
| 1Y | +71.1% | +34.5% | +36.6% | +44.2% |
| 3Y | +351.1% | +38.3% | +312.7% | +239.8% |
| All | +256.7% | -71.1% | +327.8% | +416.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling