+141.4%
ORCL vs CRWD
+1,266.3%
-1,124.9%
-64.6%
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% | +0.8% |
| 7D | -11.2% | -13.4% | +2.2% | -8.2% |
| 30D | -18.8% | -18.3% | -0.5% | -15.0% |
| 3M | -18.8% | +4.6% | -23.4% | -20.3% |
| 6M | -39.7% | +85.4% | -125.1% | -47.9% |
| YTD | -39.6% | +85.1% | -124.7% | -47.9% |
| 1Y | -51.7% | +62.9% | -114.7% | -57.3% |
| 3Y | +10.2% | +364.5% | -354.3% | -19.2% |
| 5Y | +30.8% | +217.3% | -186.5% | -3.2% |
| All | +141.4% | +1,266.3% | -1,124.9% | +31.4% |
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 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