+106.7%
CRWD vs SITM
+174.8%
-68.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.6% |
| 7D | -2.4% | +9.7% | -12.1% | -3.5% |
| 30D | +1.5% | +12.7% | -11.2% | -0.3% |
| 3M | +18.5% | -13.4% | +32.0% | +19.2% |
| 6M | +109.1% | +59.6% | +49.5% | +96.9% |
| YTD | +81.8% | +73.3% | +8.5% | +67.6% |
| 1Y | +106.7% | +165.5% | -58.9% | +60.5% |
| All | +106.7% | +174.8% | -68.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling