+83.0%
IBM vs CRWD
+362.7%
-279.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -1.7% | -5.0% | +3.2% | -1.0% |
| 30D | +10.1% | -12.9% | +23.0% | +12.3% |
| 3M | +4.8% | +3.2% | +1.6% | +3.3% |
| 6M | +12.6% | +69.0% | -56.4% | +0.7% |
| YTD | -13.9% | +95.5% | -109.4% | -25.9% |
| 1Y | -18.7% | +64.6% | -83.3% | -28.3% |
| All | +83.0% | +362.7% | -279.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling