+1,395.9%
CRWD vs SWKS
+33.5%
+1,362.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -13.4% | -6.2% | -7.2% | -11.0% |
| 30D | -18.3% | -1.5% | -16.8% | -17.9% |
| 3M | +4.6% | +23.0% | -18.4% | -6.8% |
| 6M | +85.4% | +27.6% | +57.8% | +58.7% |
| YTD | +85.1% | +32.3% | +52.8% | +51.7% |
| 1Y | +62.9% | +20.1% | +42.8% | +39.8% |
| 3Y | +364.5% | +0.6% | +363.9% | +293.0% |
| 5Y | +217.3% | -42.3% | +259.6% | +257.1% |
| All | +1,395.9% | +33.5% | +1,362.4% | +852.7% |
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