+80.6%
CRWD vs SO
+3.3%
+77.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -2.0% |
| 7D | -9.6% | +1.7% | -11.4% | -8.4% |
| 30D | -11.6% | +11.1% | -22.7% | -4.7% |
| 3M | +14.1% | +0.7% | +13.4% | +15.5% |
| 6M | +105.4% | -1.4% | +106.8% | +107.7% |
| YTD | +105.6% | +9.4% | +96.2% | +122.5% |
| 1Y | +80.6% | +3.7% | +76.8% | +94.0% |
| All | +80.6% | +3.3% | +77.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling