+90.8%
CRWD vs SRE
+4.6%
+86.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.3% |
| 7D | -3.0% | -0.8% | -2.2% | -3.3% |
| 30D | -6.8% | -3.0% | -3.8% | -7.3% |
| 3M | +19.6% | -8.3% | +27.9% | +16.8% |
| 6M | +87.1% | -8.9% | +96.0% | +82.3% |
| YTD | +76.4% | -4.3% | +80.7% | +72.4% |
| 1Y | +90.8% | +2.7% | +88.1% | +98.0% |
| All | +90.8% | +4.6% | +86.2% | +98.0% |
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