+223.4%
CRWD vs USB
+24.1%
+199.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | -12.0% | +6.3% | -18.3% | -13.8% |
| 3M | +3.6% | -6.1% | +9.8% | +5.7% |
| 6M | +68.3% | +13.0% | +55.4% | +60.8% |
| YTD | +96.2% | +16.6% | +79.6% | +84.8% |
| 1Y | +68.4% | +31.1% | +37.3% | +52.0% |
| 3Y | +368.4% | +100.9% | +267.5% | +266.6% |
| 5Y | +223.4% | +24.5% | +198.9% | +184.8% |
| All | +223.4% | +24.1% | +199.3% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling