+1,340.4%
CRWD vs SIRI
-35.1%
+1,375.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -2.8% | -3.0% | +0.1% | -2.3% |
| 30D | -5.9% | +1.3% | -7.2% | -6.2% |
| 3M | +29.0% | +5.6% | +23.3% | +27.4% |
| 6M | +91.5% | +35.2% | +56.3% | +80.9% |
| YTD | +78.2% | +49.1% | +29.2% | +64.7% |
| 1Y | +96.6% | +26.8% | +69.9% | +86.6% |
| 3Y | +397.0% | -23.7% | +420.7% | +395.0% |
| 5Y | +218.9% | -41.8% | +260.7% | +226.9% |
| All | +1,340.4% | -35.1% | +1,375.6% | +940.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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