+57.8%
T vs CRWD
+239.5%
-181.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +1.6% | +5.8% | -4.2% | +1.8% |
| 30D | -2.9% | -12.0% | +9.1% | -3.1% |
| 3M | -7.5% | +3.6% | -11.1% | -7.4% |
| 6M | -9.9% | +68.3% | -78.3% | -9.6% |
| YTD | -6.4% | +96.2% | -102.6% | -6.0% |
| 1Y | -9.4% | +68.4% | -77.8% | -8.8% |
| 3Y | +64.9% | +368.4% | -303.5% | +58.1% |
| All | +57.8% | +239.5% | -181.6% | +50.0% |
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