+51.8%
T vs CRWD
+1,327.5%
-1,275.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.5% | +4.5% | -1.9% | +2.6% |
| 30D | -3.8% | -9.1% | +5.3% | -3.8% |
| 3M | -8.7% | +0.5% | -9.2% | -8.8% |
| 6M | -8.1% | +61.1% | -69.2% | -8.3% |
| YTD | -6.4% | +93.4% | -99.8% | -6.7% |
| 1Y | -9.8% | +71.1% | -80.9% | -9.9% |
| 3Y | +65.5% | +351.1% | -285.6% | +60.6% |
| 5Y | +57.0% | +218.8% | -161.9% | +51.5% |
| All | +51.8% | +1,327.5% | -1,275.7% | +30.0% |
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 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