+322.7%
CRWD vs SMR
+1.6%
+321.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.1% |
| 7D | -2.8% | +4.7% | -7.6% | -3.5% |
| 30D | -5.9% | +3.2% | -9.1% | -6.5% |
| 3M | +29.0% | +9.9% | +19.1% | +26.6% |
| 6M | +91.5% | -15.1% | +106.6% | +90.8% |
| YTD | +78.2% | -27.9% | +106.2% | +79.4% |
| 1Y | +96.6% | -70.2% | +166.9% | +112.9% |
| 3Y | +397.0% | +72.5% | +324.6% | +335.7% |
| All | +322.7% | +1.6% | +321.1% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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