+1,476.4%
CRWD vs USB
+56.2%
+1,420.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.8% |
| 7D | -5.5% | +0.8% | -6.2% | -5.6% |
| 30D | -16.9% | +6.8% | -23.7% | -18.1% |
| 3M | +6.6% | -3.8% | +10.4% | +7.4% |
| 6M | +73.2% | +11.7% | +61.5% | +68.5% |
| YTD | +95.1% | +17.5% | +77.6% | +87.2% |
| 1Y | +69.4% | +33.8% | +35.6% | +57.7% |
| 3Y | +379.3% | +104.2% | +275.1% | +309.1% |
| 5Y | +211.9% | +26.4% | +185.4% | +183.4% |
| All | +1,476.4% | +56.2% | +1,420.3% | +1,313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling