+251.9%
META vs CRWD
+1,266.3%
-1,014.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -13.4% | +12.6% | +2.9% |
| 30D | -15.4% | -18.3% | +2.9% | -11.3% |
| 3M | +3.5% | +4.6% | -1.1% | +0.5% |
| 6M | -0.3% | +85.4% | -85.6% | -18.1% |
| YTD | -7.3% | +85.1% | -92.4% | -24.9% |
| 1Y | -1.1% | +62.9% | -64.0% | -17.0% |
| 3Y | +95.1% | +364.5% | -269.4% | +18.2% |
| 5Y | +80.6% | +217.3% | -136.7% | +12.6% |
| All | +251.9% | +1,266.3% | -1,014.4% | +49.8% |
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