+77.8%
JNJ vs CRWD
+387.9%
-310.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.7% |
| 30D | +2.3% | -6.8% | +9.1% | +2.0% |
| 3M | +12.0% | +19.6% | -7.6% | +13.9% |
| 6M | +10.5% | +87.1% | -76.6% | +16.2% |
| YTD | +30.4% | +76.4% | -46.0% | +37.0% |
| 1Y | +52.1% | +90.8% | -38.7% | +60.8% |
| 3Y | +77.8% | +380.0% | -302.2% | +87.3% |
| All | +77.8% | +387.9% | -310.1% | +87.3% |
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 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