+137.2%
CSCO vs CRWD
+1,215.7%
-1,078.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -1.1% | -2.8% | +1.8% | -0.7% |
| 30D | -10.8% | -5.9% | -4.9% | -10.5% |
| 3M | -9.2% | +29.0% | -38.2% | -12.8% |
| 6M | +39.5% | +91.5% | -51.9% | +26.9% |
| YTD | +41.5% | +78.2% | -36.7% | +29.4% |
| 1Y | +61.0% | +96.6% | -35.7% | +45.1% |
| 3Y | +105.2% | +397.0% | -291.8% | +61.6% |
| 5Y | +113.4% | +218.9% | -105.4% | +71.1% |
| All | +137.2% | +1,215.7% | -1,078.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 10y: compounded portfolio wealth divided by compounded CRWD 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…
10y analysis · Full analysis span regression · 6 months rolling