+1,340.4%
CRWD vs SHAK
-5.8%
+1,346.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -2.8% | -11.0% | +8.1% | +0.3% |
| 30D | -5.9% | -14.0% | +8.2% | -2.1% |
| 3M | +29.0% | +13.3% | +15.7% | +22.7% |
| 6M | +91.5% | -35.3% | +126.8% | +107.1% |
| YTD | +78.2% | -24.0% | +102.2% | +81.8% |
| 1Y | +96.6% | -36.7% | +133.3% | +111.1% |
| 3Y | +397.0% | -5.4% | +402.4% | +337.2% |
| 5Y | +218.9% | -24.9% | +243.8% | +184.4% |
| All | +1,340.4% | -5.8% | +1,346.2% | +877.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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