+441.5%
CRWD vs USAR
+53.8%
+387.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | -3.0% | -11.6% | +8.7% | -2.5% |
| 30D | -6.8% | -15.5% | +8.7% | -6.2% |
| 3M | +19.6% | -31.0% | +50.6% | +20.8% |
| 6M | +87.1% | -26.2% | +113.3% | +88.2% |
| YTD | +76.4% | +30.8% | +45.7% | +76.9% |
| 1Y | +90.8% | +7.1% | +83.7% | +92.2% |
| 3Y | +380.0% | +53.0% | +327.0% | +332.7% |
| All | +441.5% | +53.8% | +387.7% | +377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling