+778.2%
SOXX vs CRWD
+1,215.7%
-437.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +3.0% | -2.8% | +5.9% | +3.9% |
| 30D | -3.1% | -5.9% | +2.7% | -2.3% |
| 3M | -4.4% | +29.0% | -33.4% | -12.7% |
| 6M | +52.9% | +91.5% | -38.6% | +22.6% |
| YTD | +72.0% | +78.2% | -6.2% | +39.6% |
| 1Y | +105.1% | +96.6% | +8.5% | +61.5% |
| 3Y | +220.6% | +397.0% | -176.4% | +87.3% |
| 5Y | +244.8% | +218.9% | +25.9% | +112.9% |
| All | +778.2% | +1,215.7% | -437.4% | +256.7% |
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