+72.3%
MSFT vs CRWD
+213.6%
-141.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -1.0% | +2.2% | -3.2% | -1.6% |
| 30D | -2.7% | -7.7% | +5.0% | -1.4% |
| 3M | +22.1% | +28.9% | -6.8% | +12.1% |
| 6M | +20.6% | +91.5% | -70.9% | -1.3% |
| YTD | +2.3% | +77.3% | -75.0% | -14.8% |
| 1Y | -0.5% | +96.3% | -96.8% | -19.8% |
| 3Y | +50.5% | +394.5% | -344.0% | -10.2% |
| 5Y | +72.3% | +213.5% | -141.1% | +5.6% |
| All | +72.3% | +213.6% | -141.3% | +5.6% |
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