+225.5%
CRWD vs SITM
+187.3%
+38.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.6% | -2.4% |
| 7D | -3.0% | +3.9% | -6.8% | -4.0% |
| 30D | -6.8% | -6.6% | -0.2% | -5.5% |
| 3M | +19.6% | -11.9% | +31.4% | +20.2% |
| 6M | +87.1% | +81.1% | +5.9% | +50.2% |
| YTD | +76.4% | +80.0% | -3.6% | +38.1% |
| 1Y | +90.8% | +145.8% | -55.0% | +33.1% |
| 3Y | +380.0% | +475.9% | -95.9% | +122.9% |
| All | +225.5% | +187.3% | +38.2% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling