-7.5%
META vs CRWD
+120.7%
-128.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +6.7% | -2.4% | +9.1% | +6.7% |
| 30D | +4.8% | +1.5% | +3.2% | +4.7% |
| 3M | -1.6% | +18.5% | -20.2% | -3.1% |
| 6M | -7.5% | +109.1% | -116.6% | -15.4% |
| All | -7.5% | +120.7% | -128.2% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling