+151.6%
IBM vs CRWD
+1,209.0%
-1,057.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +3.5% |
| 7D | +3.6% | +2.2% | +1.4% | +3.4% |
| 30D | +1.5% | -7.7% | +9.2% | +2.0% |
| 3M | -12.9% | +28.9% | -41.8% | -15.5% |
| 6M | -3.9% | +91.5% | -95.4% | -9.8% |
| YTD | -17.3% | +77.3% | -94.7% | -22.1% |
| 1Y | -5.0% | +96.3% | -101.3% | -11.2% |
| 3Y | +78.2% | +394.5% | -316.3% | +56.4% |
| 5Y | +120.6% | +213.5% | -92.8% | +95.6% |
| All | +151.6% | +1,209.0% | -1,057.4% | +77.4% |
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