-8.4%
T vs CRWD
+95.4%
-103.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | -2.4% | -2.8% | +0.4% | -2.8% |
| 30D | +4.3% | -5.9% | +10.2% | +3.7% |
| 3M | +11.6% | +29.0% | -17.4% | +16.2% |
| 6M | -5.6% | +91.5% | -97.1% | +5.8% |
| YTD | +6.6% | +78.2% | -71.7% | +18.0% |
| 1Y | -8.4% | +96.6% | -105.0% | +1.5% |
| All | -8.4% | +95.4% | -103.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling