+320.6%
CRWD vs SMR
+7.6%
+313.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.7% |
| 7D | +2.2% | +13.1% | -10.9% | +0.7% |
| 30D | -7.7% | +17.8% | -25.5% | -9.6% |
| 3M | +28.9% | +8.1% | +20.8% | +26.7% |
| 6M | +91.5% | -11.1% | +102.6% | +89.9% |
| YTD | +77.3% | -23.7% | +101.0% | +77.4% |
| 1Y | +96.3% | -69.4% | +165.7% | +111.9% |
| 3Y | +394.5% | +82.6% | +311.9% | +330.9% |
| All | +320.6% | +7.6% | +313.0% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling