+86.4%
META vs CRWD
+234.7%
-148.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +5.2% | +4.5% | +0.7% | +3.7% |
| 30D | -13.0% | -9.1% | -3.9% | -10.7% |
| 3M | +7.9% | +0.5% | +7.5% | +5.6% |
| 6M | +4.2% | +61.1% | -56.9% | -14.7% |
| YTD | -2.5% | +93.4% | -95.9% | -26.6% |
| 1Y | +5.6% | +71.1% | -65.5% | -17.0% |
| 3Y | +96.8% | +351.1% | -254.3% | -0.6% |
| All | +86.4% | +234.7% | -148.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling