+1,369.7%
CRWD vs Z
-24.3%
+1,393.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.4% |
| 30D | +1.5% | -4.2% | +5.7% | +2.6% |
| 3M | +18.5% | -3.7% | +22.2% | +19.0% |
| 6M | +109.1% | -24.5% | +133.6% | +126.6% |
| YTD | +81.8% | -49.3% | +131.1% | +125.3% |
| 1Y | +106.7% | -58.7% | +165.3% | +172.9% |
| 3Y | +428.7% | -34.1% | +462.8% | +457.6% |
| 5Y | +206.4% | -64.5% | +270.9% | +265.5% |
| All | +1,369.7% | -24.3% | +1,393.9% | +1,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling