+213.5%
CRWD vs SO
+57.7%
+155.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.2% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | -7.7% | -2.5% | -5.2% | -8.1% |
| 3M | +28.9% | -4.2% | +33.1% | +28.1% |
| 6M | +91.5% | -7.7% | +99.1% | +89.9% |
| YTD | +77.3% | +3.8% | +73.5% | +78.1% |
| 1Y | +96.3% | +0.1% | +96.2% | +96.5% |
| 3Y | +394.5% | +44.2% | +350.3% | +379.9% |
| 5Y | +213.5% | +57.9% | +155.6% | +209.0% |
| All | +213.5% | +57.7% | +155.8% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling