+227.8%
CRWD vs VSXY
+37.7%
+190.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | +2.2% | -10.7% | +12.9% | +3.6% |
| 30D | -7.7% | -24.3% | +16.5% | -4.2% |
| 3M | +28.9% | +1.0% | +27.9% | +27.7% |
| 6M | +91.5% | +57.4% | +34.1% | +72.2% |
| YTD | +77.3% | +39.8% | +37.5% | +61.5% |
| 1Y | +96.3% | +196.5% | -100.2% | +53.0% |
| 3Y | +394.5% | +357.2% | +37.3% | +217.0% |
| 5Y | +213.5% | +18.9% | +194.6% | +156.8% |
| All | +227.8% | +37.7% | +190.2% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling