+1,340.4%
CRWD vs CP
+102.8%
+1,237.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -2.8% | -2.7% | -0.1% | -1.6% |
| 30D | -5.9% | -3.4% | -2.5% | -4.5% |
| 3M | +29.0% | -0.6% | +29.6% | +28.9% |
| 6M | +91.5% | +6.3% | +85.2% | +83.9% |
| YTD | +78.2% | +21.2% | +57.1% | +59.1% |
| 1Y | +96.6% | +20.0% | +76.6% | +76.0% |
| 3Y | +397.0% | +18.7% | +378.3% | +337.8% |
| 5Y | +218.9% | +34.8% | +184.1% | +161.5% |
| All | +1,340.4% | +102.8% | +1,237.6% | +773.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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