+1,333.1%
CRWD vs XYZ
+13.4%
+1,319.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +3.9% |
| 30D | -7.7% | +0.5% | -8.2% | -8.1% |
| 3M | +28.9% | +16.3% | +12.6% | +19.8% |
| 6M | +91.5% | +21.1% | +70.3% | +73.6% |
| YTD | +77.3% | +22.0% | +55.3% | +58.2% |
| 1Y | +96.3% | +5.2% | +91.1% | +85.1% |
| 3Y | +394.5% | +49.6% | +344.9% | +261.9% |
| 5Y | +213.5% | -68.4% | +281.9% | +330.1% |
| All | +1,333.1% | +13.4% | +1,319.7% | +857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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