+296.0%
JPM vs CRWD
+1,202.3%
-906.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.7% | -3.0% | +2.3% | -0.4% |
| 30D | -2.5% | -6.8% | +4.3% | -2.1% |
| 3M | +14.1% | +19.6% | -5.4% | +11.6% |
| 6M | +25.1% | +87.1% | -62.0% | +16.4% |
| YTD | +12.1% | +76.4% | -64.3% | +4.6% |
| 1Y | +18.8% | +90.8% | -72.0% | +9.8% |
| 3Y | +163.4% | +380.0% | -216.6% | +121.2% |
| 5Y | +156.5% | +215.6% | -59.1% | +116.9% |
| All | +296.0% | +1,202.3% | -906.3% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling