+351.1%
CRWD vs SM
-3.9%
+355.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.5% | +9.4% | -4.9% | +2.5% |
| 30D | -9.1% | -14.4% | +5.3% | -6.6% |
| 3M | +0.5% | +1.6% | -1.1% | -0.8% |
| 6M | +61.1% | +6.3% | +54.8% | +56.1% |
| YTD | +93.4% | +78.8% | +14.6% | +62.3% |
| 1Y | +71.1% | +83.1% | -12.0% | +42.2% |
| 3Y | +351.1% | -5.9% | +357.0% | +340.4% |
| All | +351.1% | -3.9% | +355.0% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling