+80.6%
CRWD vs USB
+36.4%
+44.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -9.6% | +2.4% | -12.0% | -9.7% |
| 30D | -11.6% | +6.6% | -18.2% | -12.1% |
| 3M | +14.1% | -4.1% | +18.2% | +15.4% |
| 6M | +105.4% | +12.5% | +93.0% | +103.5% |
| YTD | +105.6% | +17.6% | +88.0% | +102.8% |
| 1Y | +80.6% | +36.5% | +44.0% | +69.1% |
| All | +80.6% | +36.4% | +44.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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