+71.1%
CRWD vs SO
+5.1%
+66.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.5% |
| 7D | +4.5% | +1.4% | +3.1% | +5.5% |
| 30D | -9.1% | +4.7% | -13.8% | -5.8% |
| 3M | +0.5% | +1.7% | -1.2% | +2.3% |
| 6M | +61.1% | +2.2% | +59.0% | +65.4% |
| YTD | +93.4% | +10.0% | +83.4% | +110.6% |
| 1Y | +71.1% | +6.0% | +65.1% | +86.5% |
| All | +71.1% | +5.1% | +66.0% | +86.5% |
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