+468.8%
CRWD vs SN
+650.0%
-181.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +1.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.5% |
| 30D | -12.0% | +16.6% | -28.6% | -15.2% |
| 3M | +3.6% | +18.3% | -14.6% | -0.4% |
| 6M | +68.3% | +103.1% | -34.7% | +43.8% |
| YTD | +96.2% | +96.7% | -0.6% | +67.2% |
| 1Y | +68.4% | +134.3% | -65.9% | +37.7% |
| 3Y | +368.4% | +425.2% | -56.8% | +261.9% |
| All | +468.8% | +650.0% | -181.2% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling