+90.8%
CRWD vs SAN
+51.4%
+39.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -6.8% | +0.9% | -7.7% | -7.0% |
| 3M | +19.6% | +19.1% | +0.5% | +15.9% |
| 6M | +87.1% | +33.2% | +53.9% | +76.4% |
| YTD | +76.4% | +29.1% | +47.3% | +66.3% |
| 1Y | +90.8% | +50.2% | +40.6% | +67.6% |
| All | +90.8% | +51.4% | +39.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling