+1,333.1%
CRWD vs SONY
+147.4%
+1,185.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +2.2% | -4.9% | +7.1% | +5.1% |
| 30D | -7.7% | -1.6% | -6.1% | -7.2% |
| 3M | +28.9% | +10.0% | +18.9% | +20.6% |
| 6M | +91.5% | +8.4% | +83.0% | +79.3% |
| YTD | +77.3% | -8.4% | +85.8% | +83.4% |
| 1Y | +96.3% | -18.4% | +114.6% | +116.6% |
| 3Y | +394.5% | +41.0% | +353.5% | +269.5% |
| 5Y | +213.5% | +9.3% | +204.2% | +172.8% |
| All | +1,333.1% | +147.4% | +1,185.7% | +605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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