+162.3%
JPM vs CRWD
+390.4%
-228.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -0.4% | +2.2% | -2.6% | -0.7% |
| 30D | -1.4% | -7.7% | +6.3% | -0.7% |
| 3M | +13.9% | +28.9% | -14.9% | +9.4% |
| 6M | +23.5% | +91.5% | -67.9% | +11.0% |
| YTD | +11.6% | +77.3% | -65.7% | +1.1% |
| 1Y | +21.4% | +96.3% | -74.9% | +7.6% |
| All | +162.3% | +390.4% | -228.1% | +101.0% |
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