+64.2%
T vs CRWD
+213.6%
-149.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -3.1% | +2.2% | -5.2% | -3.1% |
| 30D | +4.6% | -7.7% | +12.3% | +4.6% |
| 3M | +12.2% | +28.9% | -16.7% | +12.5% |
| 6M | -6.5% | +91.5% | -97.9% | -6.1% |
| YTD | +4.9% | +77.3% | -72.4% | +5.4% |
| 1Y | -10.5% | +96.3% | -106.7% | -10.3% |
| 3Y | +104.6% | +394.5% | -289.9% | +95.7% |
| 5Y | +64.2% | +213.5% | -149.3% | +53.4% |
| All | +64.2% | +213.6% | -149.4% | +53.4% |
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 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