+382.4%
CRWD vs SAN
+343.8%
+38.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | +2.2% | -0.5% | +2.6% | +2.3% |
| 30D | -7.7% | -0.1% | -7.6% | -7.8% |
| 3M | +28.9% | +19.6% | +9.2% | +22.7% |
| 6M | +91.5% | +32.7% | +58.8% | +76.2% |
| YTD | +77.3% | +26.7% | +50.6% | +64.2% |
| 1Y | +96.3% | +51.6% | +44.6% | +71.4% |
| All | +382.4% | +343.8% | +38.6% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling