+351.1%
CRWD vs Z
-18.1%
+369.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.3% |
| 7D | +4.5% | +0.8% | +3.6% | +4.2% |
| 30D | -9.1% | +5.2% | -14.3% | -10.9% |
| 3M | +0.5% | -17.0% | +17.5% | +4.4% |
| 6M | +61.1% | -22.7% | +83.8% | +69.7% |
| YTD | +93.4% | -56.3% | +149.7% | +136.2% |
| 1Y | +71.1% | -57.7% | +128.7% | +110.4% |
| 3Y | +351.1% | -16.5% | +367.6% | +409.8% |
| All | +351.1% | -18.1% | +369.2% | +409.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling