+226.8%
SOXX vs CRWD
+387.9%
-161.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.4% |
| 30D | -3.6% | -6.8% | +3.2% | -2.2% |
| 3M | -10.2% | +19.6% | -29.7% | -17.2% |
| 6M | +54.2% | +87.1% | -32.8% | +19.4% |
| YTD | +75.2% | +76.4% | -1.2% | +37.4% |
| 1Y | +107.5% | +90.8% | +16.7% | +57.4% |
| 3Y | +226.8% | +380.0% | -153.2% | +54.1% |
| All | +226.8% | +387.9% | -161.1% | +54.1% |
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