+80.6%
CRWD vs SRE
-7.5%
+88.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -2.7% |
| 7D | -9.6% | -2.1% | -7.5% | -10.4% |
| 30D | -11.6% | +6.1% | -17.7% | -9.3% |
| 3M | +14.1% | -3.5% | +17.6% | +13.2% |
| 6M | +105.4% | -10.8% | +116.2% | +100.2% |
| YTD | +105.6% | -4.0% | +109.6% | +100.5% |
| 1Y | +80.6% | -7.7% | +88.2% | +76.3% |
| All | +80.6% | -7.5% | +88.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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