+416.8%
CRWD vs SN
+453.9%
-37.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | -2.8% | -7.2% | +4.4% | -1.2% |
| 30D | -5.9% | -13.4% | +7.5% | -2.6% |
| 3M | +29.0% | +26.8% | +2.2% | +22.8% |
| 6M | +91.5% | +44.6% | +46.9% | +75.9% |
| YTD | +78.2% | +45.3% | +32.9% | +63.3% |
| 1Y | +96.6% | +40.1% | +56.5% | +81.1% |
| 3Y | +397.0% | +375.3% | +21.7% | +313.1% |
| All | +416.8% | +453.9% | -37.1% | +327.6% |
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