+382.4%
CRWD vs Z
-37.2%
+419.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.2% | -7.1% | +9.2% | +4.2% |
| 30D | -7.7% | -4.8% | -2.9% | -6.7% |
| 3M | +28.9% | -9.3% | +38.2% | +31.5% |
| 6M | +91.5% | -29.0% | +120.4% | +107.6% |
| YTD | +77.3% | -52.9% | +130.2% | +114.8% |
| 1Y | +96.3% | -63.1% | +159.4% | +153.5% |
| All | +382.4% | -37.2% | +419.7% | +466.5% |
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