+269.9%
META vs CRWD
+1,339.9%
-1,070.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +3.7% |
| 7D | +5.7% | -5.5% | +11.2% | +7.2% |
| 30D | -10.8% | -16.9% | +6.1% | -6.8% |
| 3M | +8.4% | +6.6% | +1.8% | +4.9% |
| 6M | +5.4% | +73.2% | -67.9% | -11.7% |
| YTD | -2.6% | +95.1% | -97.6% | -22.1% |
| 1Y | +3.5% | +69.4% | -65.9% | -14.0% |
| 3Y | +102.0% | +379.3% | -277.3% | +21.5% |
| 5Y | +93.1% | +211.9% | -118.8% | +20.4% |
| All | +269.9% | +1,339.9% | -1,070.0% | +55.4% |
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