+1,369.7%
CRWD vs SBAC
-6.3%
+1,375.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +1.5% | +6.9% | -5.4% | -0.5% |
| 3M | +18.5% | -8.2% | +26.8% | +21.1% |
| 6M | +109.1% | -1.6% | +110.7% | +105.9% |
| YTD | +81.8% | -0.1% | +82.0% | +77.2% |
| 1Y | +106.7% | -0.5% | +107.1% | +101.0% |
| 3Y | +428.7% | -9.1% | +437.8% | +404.8% |
| 5Y | +206.4% | -43.8% | +250.2% | +272.2% |
| All | +1,369.7% | -6.3% | +1,375.9% | +1,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling