+259.7%
META vs CRWD
+1,348.0%
-1,088.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +3.1% | +5.8% | -2.8% | +1.6% |
| 30D | -18.2% | -12.0% | -6.2% | -15.7% |
| 3M | +7.8% | +3.6% | +4.2% | +5.1% |
| 6M | +3.6% | +68.3% | -64.8% | -12.5% |
| YTD | -5.3% | +96.2% | -101.4% | -24.4% |
| 1Y | +2.7% | +68.4% | -65.7% | -14.5% |
| 3Y | +91.5% | +368.4% | -276.9% | +15.9% |
| 5Y | +84.7% | +223.4% | -138.7% | +14.3% |
| All | +259.7% | +1,348.0% | -1,088.3% | +50.9% |
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