+253.6%
META vs CRWD
+1,223.0%
-969.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +6.0% | -2.3% | +8.4% | +6.6% |
| 30D | +3.6% | -2.1% | +5.7% | +3.0% |
| 3M | +4.9% | +27.5% | -22.6% | -3.3% |
| 6M | -4.7% | +95.8% | -100.5% | -22.9% |
| YTD | -6.9% | +79.2% | -86.1% | -23.5% |
| 1Y | -18.2% | +96.3% | -114.4% | -34.8% |
| 3Y | +107.8% | +399.8% | -292.0% | +24.2% |
| 5Y | +63.9% | +216.7% | -152.8% | +2.9% |
| All | +253.6% | +1,223.0% | -969.4% | +52.7% |
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