+293.0%
JPM vs CRWD
+1,223.0%
-929.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.4% | -2.3% | +1.9% | -0.2% |
| 30D | -1.1% | -2.1% | +0.9% | -1.2% |
| 3M | +14.1% | +27.5% | -13.4% | +10.9% |
| 6M | +23.3% | +95.8% | -72.5% | +14.2% |
| YTD | +11.3% | +79.2% | -67.9% | +3.7% |
| 1Y | +23.0% | +96.3% | -73.3% | +13.3% |
| 3Y | +162.6% | +399.8% | -237.2% | +119.7% |
| 5Y | +152.8% | +216.7% | -64.0% | +113.5% |
| All | +293.0% | +1,223.0% | -929.9% | +157.1% |
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