+216.1%
CRWD vs USB
+40.0%
+176.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | +1.4% | -3.9% | -2.9% |
| 30D | +1.5% | -1.3% | +2.9% | +2.0% |
| 3M | +18.5% | +15.2% | +3.3% | +13.0% |
| 6M | +109.1% | +18.8% | +90.3% | +96.5% |
| YTD | +81.8% | +21.0% | +60.8% | +69.8% |
| 1Y | +106.7% | +34.0% | +72.6% | +86.1% |
| 3Y | +428.7% | +95.3% | +333.4% | +319.5% |
| All | +216.1% | +40.0% | +176.0% | +164.6% |
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