+80.6%
CRWD vs Z
-54.2%
+134.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -3.0% |
| 7D | -9.6% | +10.2% | -19.8% | -11.2% |
| 30D | -11.6% | +23.7% | -35.3% | -15.8% |
| 3M | +14.1% | -6.6% | +20.7% | +16.2% |
| 6M | +105.4% | -23.0% | +128.4% | +119.3% |
| YTD | +105.6% | -50.3% | +156.0% | +144.2% |
| 1Y | +80.6% | -53.6% | +134.1% | +118.6% |
| All | +80.6% | -54.2% | +134.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling