+1,325.8%
CRWD vs SNY
+31.9%
+1,293.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.0% | -3.3% | +0.3% | -2.3% |
| 30D | -6.8% | -2.2% | -4.6% | -6.5% |
| 3M | +19.6% | -3.0% | +22.6% | +20.0% |
| 6M | +87.1% | +2.7% | +84.3% | +84.5% |
| YTD | +76.4% | -6.8% | +83.3% | +78.0% |
| 1Y | +90.8% | -5.3% | +96.1% | +91.3% |
| 3Y | +380.0% | -9.8% | +389.8% | +373.6% |
| 5Y | +215.6% | +9.7% | +206.0% | +180.0% |
| All | +1,325.8% | +31.9% | +1,293.9% | +992.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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