+414.2%
CRWD vs SN
+476.8%
-62.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.3% |
| 7D | +2.2% | -3.4% | +5.5% | +2.9% |
| 30D | -7.7% | -9.1% | +1.4% | -5.5% |
| 3M | +28.9% | +31.8% | -2.9% | +21.7% |
| 6M | +91.5% | +52.0% | +39.4% | +74.0% |
| YTD | +77.3% | +51.3% | +26.0% | +61.0% |
| 1Y | +96.3% | +46.9% | +49.4% | +78.9% |
| 3Y | +394.5% | +394.9% | -0.4% | +307.4% |
| All | +414.2% | +476.8% | -62.6% | +321.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling