+515.6%
GOOG vs CRWD
+1,209.0%
-693.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -1.6% | +2.2% | -3.7% | -2.0% |
| 30D | -7.7% | -7.7% | +0.1% | -6.8% |
| 3M | -9.3% | +28.9% | -38.2% | -14.7% |
| 6M | +7.4% | +91.5% | -84.0% | -7.7% |
| YTD | +4.9% | +77.3% | -72.5% | -9.1% |
| 1Y | +37.2% | +96.3% | -59.0% | +16.1% |
| 3Y | +141.6% | +394.5% | -252.9% | +63.5% |
| 5Y | +128.8% | +213.5% | -84.7% | +59.8% |
| All | +515.6% | +1,209.0% | -693.4% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling