+225.5%
CRWD vs SBAC
-43.5%
+269.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | -6.8% | +2.0% | -8.8% | -7.1% |
| 3M | +19.6% | -8.3% | +27.9% | +21.4% |
| 6M | +87.1% | +0.3% | +86.8% | +83.8% |
| YTD | +76.4% | -2.2% | +78.6% | +73.8% |
| 1Y | +90.8% | -4.6% | +95.4% | +89.0% |
| 3Y | +380.0% | -8.3% | +388.3% | +354.8% |
| All | +225.5% | -43.5% | +269.0% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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