+1,333.1%
CRWD vs UPS
+34.7%
+1,298.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +2.2% | -3.7% | +5.8% | +3.6% |
| 30D | -7.7% | -3.7% | -4.0% | -6.4% |
| 3M | +28.9% | -6.6% | +35.4% | +31.6% |
| 6M | +91.5% | +2.6% | +88.9% | +87.5% |
| YTD | +77.3% | +4.8% | +72.5% | +71.0% |
| 1Y | +96.3% | +25.3% | +71.0% | +75.4% |
| 3Y | +394.5% | -26.9% | +421.4% | +430.8% |
| 5Y | +213.5% | -33.5% | +247.0% | +252.0% |
| All | +1,333.1% | +34.7% | +1,298.4% | +852.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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