+1,333.1%
CRWD vs SHEL
+100.3%
+1,232.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +2.2% | +3.0% | -0.9% | +1.5% |
| 30D | -7.7% | +7.2% | -14.9% | -9.3% |
| 3M | +28.9% | +12.9% | +16.0% | +25.0% |
| 6M | +91.5% | +13.7% | +77.8% | +85.1% |
| YTD | +77.3% | +33.7% | +43.6% | +64.8% |
| 1Y | +96.3% | +37.9% | +58.4% | +80.9% |
| 3Y | +394.5% | +70.2% | +324.3% | +333.1% |
| 5Y | +213.5% | +192.3% | +21.1% | +142.0% |
| All | +1,333.1% | +100.3% | +1,232.8% | +1,275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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