+216.1%
CRWD vs SWKS
-53.5%
+269.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.3% |
| 7D | -2.4% | +12.5% | -14.9% | -7.2% |
| 30D | +1.5% | +10.5% | -9.0% | -2.7% |
| 3M | +18.5% | -7.4% | +25.9% | +20.9% |
| 6M | +109.1% | +32.7% | +76.4% | +78.8% |
| YTD | +81.8% | +19.2% | +62.7% | +60.9% |
| 1Y | +106.7% | +2.4% | +104.3% | +95.6% |
| 3Y | +428.7% | -25.6% | +454.3% | +438.2% |
| All | +216.1% | -53.5% | +269.6% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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