+548.6%
CRWD vs U
-44.5%
+593.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.4% | -3.8% | +1.4% | -1.2% |
| 30D | +1.5% | +17.5% | -15.9% | -4.1% |
| 3M | +18.5% | +38.7% | -20.2% | +5.9% |
| 6M | +109.1% | +104.4% | +4.7% | +63.3% |
| YTD | +81.8% | -5.7% | +87.5% | +74.9% |
| 1Y | +106.7% | +3.7% | +103.0% | +88.7% |
| 3Y | +428.7% | +12.3% | +416.4% | +318.9% |
| 5Y | +206.4% | -68.8% | +275.2% | +237.4% |
| All | +548.6% | -44.5% | +593.0% | +541.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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