+80.6%
CRWD vs UL
+1.7%
+78.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | +0.1% |
| 7D | -9.6% | +4.7% | -14.3% | -7.4% |
| 30D | -11.6% | +11.6% | -23.2% | -6.8% |
| 3M | +14.1% | +5.3% | +8.8% | +17.2% |
| 6M | +105.4% | +16.0% | +89.4% | +124.4% |
| YTD | +105.6% | +5.0% | +100.7% | +108.4% |
| 1Y | +80.6% | +1.1% | +79.4% | +80.1% |
| All | +80.6% | +1.7% | +78.9% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling