+1,369.7%
CRWD vs CAPR
+189.2%
+1,180.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | +1.5% | +139.2% | -137.6% | -0.2% |
| 3M | +18.5% | -66.4% | +84.9% | +19.4% |
| 6M | +109.1% | -63.1% | +172.2% | +110.2% |
| YTD | +81.8% | -67.4% | +149.3% | +83.0% |
| 1Y | +106.7% | +58.2% | +48.4% | +94.3% |
| 3Y | +428.7% | +42.2% | +386.5% | +379.8% |
| 5Y | +206.4% | +87.3% | +119.1% | +171.0% |
| All | +1,369.7% | +189.2% | +1,180.4% | +1,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling