+46.2%
MSFT vs CRWD
+357.8%
-311.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -1.3% | +4.5% | -5.7% | -2.3% |
| 30D | -1.8% | -9.1% | +7.3% | +0.1% |
| 3M | +5.6% | +0.5% | +5.2% | +4.0% |
| 6M | +29.8% | +61.1% | -31.3% | +12.1% |
| YTD | +9.0% | +93.4% | -84.4% | -11.1% |
| 1Y | +4.9% | +71.1% | -66.1% | -12.0% |
| 3Y | +46.2% | +351.1% | -304.8% | +5.3% |
| All | +46.2% | +357.8% | -311.6% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling