+216.8%
CRWD vs CAPR
+84.9%
+131.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.4% |
| 7D | -2.3% | -9.5% | +7.1% | -2.2% |
| 30D | -2.1% | +121.5% | -123.6% | -3.2% |
| 3M | +27.5% | -65.4% | +92.9% | +28.4% |
| 6M | +95.8% | -67.5% | +163.4% | +97.2% |
| YTD | +79.2% | -68.6% | +147.8% | +80.4% |
| 1Y | +96.3% | +42.7% | +53.6% | +87.4% |
| 3Y | +399.8% | +43.4% | +356.4% | +336.0% |
| All | +216.8% | +84.9% | +131.9% | +145.4% |
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