+1,369.7%
CRWD vs SWKS
+20.2%
+1,349.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.4% |
| 7D | -2.4% | +12.5% | -14.9% | -7.6% |
| 30D | +1.5% | +10.5% | -9.0% | -3.1% |
| 3M | +18.5% | -7.4% | +25.9% | +20.9% |
| 6M | +109.1% | +32.7% | +76.4% | +76.7% |
| YTD | +81.8% | +19.2% | +62.7% | +59.3% |
| 1Y | +106.7% | +2.4% | +104.3% | +93.8% |
| 3Y | +428.7% | -25.6% | +454.3% | +434.6% |
| 5Y | +206.4% | -53.4% | +259.8% | +288.4% |
| All | +1,369.7% | +20.2% | +1,349.4% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling