+1,340.4%
CRWD vs CPAY
+53.1%
+1,287.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.8% | -2.7% | -0.2% | -1.8% |
| 30D | -5.9% | +0.6% | -6.4% | -6.3% |
| 3M | +29.0% | +17.0% | +11.9% | +19.9% |
| 6M | +91.5% | +24.1% | +67.3% | +73.1% |
| YTD | +78.2% | +35.7% | +42.5% | +52.9% |
| 1Y | +96.6% | +34.0% | +62.6% | +68.5% |
| 3Y | +397.0% | +50.3% | +346.8% | +298.8% |
| 5Y | +218.9% | +56.7% | +162.2% | +145.4% |
| All | +1,340.4% | +53.1% | +1,287.4% | +961.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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