+427.3%
CRWD vs SN
+490.7%
-63.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -2.4% | -9.3% | +6.9% | -0.2% |
| 30D | +1.5% | -4.8% | +6.3% | +2.9% |
| 3M | +18.5% | +40.4% | -21.9% | +10.3% |
| 6M | +109.1% | +50.9% | +58.1% | +90.3% |
| YTD | +81.8% | +54.9% | +26.9% | +64.2% |
| 1Y | +106.7% | +43.0% | +63.6% | +89.5% |
| 3Y | +428.7% | +391.8% | +36.9% | +332.7% |
| All | +427.3% | +490.7% | -63.4% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling