+162.1%
IBM vs CRWD
+1,342.9%
-1,180.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 3M | +4.8% | +3.2% | +1.6% | +4.0% |
| 6M | +12.6% | +69.0% | -56.4% | +6.7% |
| YTD | -13.9% | +95.5% | -109.4% | -19.8% |
| 1Y | -18.7% | +64.6% | -83.3% | -23.3% |
| 3Y | +81.9% | +366.7% | -284.8% | +59.3% |
| 5Y | +148.3% | +226.2% | -77.8% | +118.9% |
| All | +162.1% | +1,342.9% | -1,180.8% | +82.9% |
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