+225.5%
CRWD vs VSXY
+22.6%
+202.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -6.8% | -18.7% | +11.9% | -4.1% |
| 3M | +19.6% | -4.0% | +23.6% | +19.4% |
| 6M | +87.1% | +67.5% | +19.6% | +65.3% |
| YTD | +76.4% | +39.7% | +36.8% | +59.8% |
| 1Y | +90.8% | +180.0% | -89.2% | +48.1% |
| 3Y | +380.0% | +337.3% | +42.7% | +198.5% |
| All | +225.5% | +22.6% | +202.9% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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