+1,340.4%
CRWD vs SO
+111.3%
+1,229.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -5.9% | -3.7% | -2.1% | -5.5% |
| 3M | +29.0% | -5.9% | +34.9% | +29.6% |
| 6M | +91.5% | -7.3% | +98.8% | +92.6% |
| YTD | +78.2% | +3.1% | +75.1% | +76.5% |
| 1Y | +96.6% | -1.0% | +97.6% | +95.6% |
| 3Y | +397.0% | +43.2% | +353.8% | +349.2% |
| 5Y | +218.9% | +59.1% | +159.8% | +177.3% |
| All | +1,340.4% | +111.3% | +1,229.1% | +1,158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling