+256.7%
CRWD vs CAPR
+172.3%
+84.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.3% |
| 7D | +4.5% | +5.9% | -1.4% | +4.4% |
| 30D | -9.1% | +44.6% | -53.7% | -9.6% |
| 3M | +0.5% | +126.4% | -125.9% | -0.8% |
| 6M | +61.1% | -68.6% | +129.7% | +62.2% |
| YTD | +93.4% | -67.0% | +160.3% | +94.3% |
| 1Y | +71.1% | +65.2% | +5.9% | +63.2% |
| 3Y | +351.1% | +235.6% | +115.5% | +271.0% |
| All | +256.7% | +172.3% | +84.4% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling