+1,340.4%
CRWD vs CAPR
+155.4%
+1,185.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -2.8% | -10.6% | +7.7% | -2.7% |
| 30D | -5.9% | +111.2% | -117.1% | -7.3% |
| 3M | +29.0% | -67.2% | +96.2% | +30.0% |
| 6M | +91.5% | -75.1% | +166.6% | +93.8% |
| YTD | +78.2% | -71.2% | +149.5% | +79.8% |
| 1Y | +96.6% | +31.1% | +65.5% | +85.6% |
| 3Y | +397.0% | +31.3% | +365.7% | +351.4% |
| 5Y | +218.9% | +69.4% | +149.5% | +182.5% |
| All | +1,340.4% | +155.4% | +1,185.0% | +1,058.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling