+239.2%
CRWD vs S
-56.8%
+296.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.4% | -7.7% | +5.3% | +2.0% |
| 30D | +1.5% | -5.3% | +6.9% | +5.2% |
| 3M | +18.5% | +20.3% | -1.7% | +8.7% |
| 6M | +109.1% | +47.4% | +61.7% | +71.2% |
| YTD | +81.8% | +32.5% | +49.3% | +57.5% |
| 1Y | +106.7% | +9.5% | +97.1% | +94.7% |
| 3Y | +428.7% | +15.5% | +413.2% | +344.4% |
| 5Y | +206.4% | -71.2% | +277.6% | +331.4% |
| All | +239.2% | -56.8% | +296.0% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling