+255.5%
META vs CRWD
+1,242.4%
-986.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -2.4% | +9.1% | +7.1% |
| 30D | +4.8% | +1.5% | +3.2% | +3.2% |
| 3M | -1.6% | +18.5% | -20.2% | -7.5% |
| 6M | -7.5% | +109.1% | -116.6% | -26.5% |
| YTD | -6.4% | +81.8% | -88.2% | -23.3% |
| 1Y | -17.3% | +106.7% | -124.0% | -35.1% |
| 3Y | +109.9% | +428.7% | -318.8% | +23.6% |
| 5Y | +65.4% | +206.4% | -141.0% | +4.3% |
| All | +255.5% | +1,242.4% | -986.9% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling