+146.3%
IBM vs CRWD
+1,242.4%
-1,096.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | +0.3% | +1.5% | -1.3% | -0.1% |
| 3M | -21.6% | +18.5% | -40.1% | -23.3% |
| 6M | -4.7% | +109.1% | -113.8% | -11.2% |
| YTD | -19.1% | +81.8% | -100.9% | -23.9% |
| 1Y | -2.5% | +106.7% | -109.2% | -9.3% |
| 3Y | +74.2% | +428.7% | -354.5% | +52.2% |
| 5Y | +113.1% | +206.4% | -93.2% | +89.2% |
| All | +146.3% | +1,242.4% | -1,096.0% | +73.3% |
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