+1,397.9%
CRWD vs USB
+53.1%
+1,344.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.1% | -7.8% | -9.4% |
| 7D | -16.8% | -1.5% | -15.4% | -16.5% |
| 30D | -22.1% | +4.3% | -26.4% | -22.9% |
| 3M | +3.5% | -6.1% | +9.6% | +4.9% |
| 6M | +82.3% | +9.4% | +72.9% | +78.1% |
| YTD | +85.3% | +15.2% | +70.2% | +78.7% |
| 1Y | +62.7% | +32.8% | +29.9% | +51.7% |
| 3Y | +361.5% | +91.3% | +270.2% | +298.8% |
| 5Y | +217.7% | +22.7% | +195.1% | +190.3% |
| All | +1,397.9% | +53.1% | +1,344.9% | +1,249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling