+380.0%
CRWD vs SRE
+28.3%
+351.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -6.8% | -3.0% | -3.8% | -6.5% |
| 3M | +19.6% | -8.3% | +27.9% | +20.6% |
| 6M | +87.1% | -8.9% | +96.0% | +88.2% |
| YTD | +76.4% | -4.3% | +80.7% | +75.5% |
| 1Y | +90.8% | +2.7% | +88.1% | +86.6% |
| 3Y | +380.0% | +28.7% | +351.3% | +356.0% |
| All | +380.0% | +28.3% | +351.7% | +356.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling