+148.3%
IBM vs CRWD
+221.0%
-72.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | -1.7% | -5.0% | +3.2% | -1.3% |
| 30D | +10.1% | -12.9% | +23.0% | +11.5% |
| 3M | +4.8% | +3.2% | +1.6% | +3.9% |
| 6M | +12.6% | +69.0% | -56.4% | +5.5% |
| YTD | -13.9% | +95.5% | -109.4% | -21.0% |
| 1Y | -18.7% | +64.6% | -83.3% | -24.4% |
| 3Y | +81.9% | +366.7% | -284.8% | +57.9% |
| 5Y | +148.3% | +226.2% | -77.8% | +112.5% |
| All | +148.3% | +221.0% | -72.7% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling