+218.9%
CRWD vs Z
-66.6%
+285.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.5% |
| 7D | -2.8% | -11.6% | +8.7% | +1.3% |
| 30D | -5.9% | -8.5% | +2.6% | -3.4% |
| 3M | +29.0% | -7.9% | +36.9% | +31.4% |
| 6M | +91.5% | -29.1% | +120.5% | +111.7% |
| YTD | +78.2% | -54.2% | +132.4% | +128.5% |
| 1Y | +96.6% | -63.5% | +160.2% | +171.3% |
| 3Y | +397.0% | -38.6% | +435.6% | +436.0% |
| 5Y | +218.9% | -66.0% | +284.8% | +237.8% |
| All | +218.9% | -66.6% | +285.4% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling